Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 856682.6893 | 614473.6942 | 242208.9951 | 3018274.2589 | 1222136.6846 | 1796137.5744 |
Total P&L (%) | 856.6827 | 614.4737 | 242.209 | 3018.2743 | 1222.1367 | 1796.1376 |
Avg Daily Profit (%) | 0.4897 | 0.3512 | 0.1384 | 0.1968 | 0.1477 | 0.1683 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80469 | -131734 | -46497 | -793915 | -927501 | -479179 |
Profit Factor | 2.1244 | 2.3712 | 1.7719 | 1.5022 | 1.3444 | 1.7295 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 67 | 27 | 40 | 67 | 27 | 40 |
Losing Trades | 78 | 46 | 32 | 78 | 46 | 32 |
Profitability (%) | 46.2069 | 36.9863 | 55.5556 | 46.2069 | 36.9863 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.4732 | 4.0398 | 1.4175 | 1.7488 | 2.2905 | 1.3836 |
Largest Winning Trade | 338903 | 338903 | 48420 | 824461 | 824461 | 515766 |
Largest Losing Trade | -29711 | -29393 | -29711 | -410500 | -410500 | -383414 |
Avg Bars in Trades | 70 | 55 | 85 | 70 | 55 | 85 |
Avg Bars in Winners | 102 | 83 | 115 | 102 | 83 | 115 |
Avg Bars in Losers | 43 | 39 | 48 | 43 | 39 | 48 |
Bars Traded | 10260 | 4074 | 6186 | 10260 | 4074 | 6186 |
Profit Streak | 0 | 0 | 22.2351 | 0 | 0 | 22.2351 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484649 | -63172 | -83875 | 336590 | -71030 | -67977 |
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{ "first_band": { "type": "dcm", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 56, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 56, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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