Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321746.5177 | 144533.7155 | 177212.8023 | -141936.6261 | -271421.7027 | 129485.0766 |
Total P&L (%) | 321.7465 | 144.5337 | 177.2128 | -141.9366 | -271.4217 | 129.4851 |
Avg Daily Profit (%) | 0.2014 | 0.0905 | 0.1109 | 0 | 0 | 0.052 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -227071 | -148189 | -150617 | -631231 | -471790 | -192258 |
Profit Factor | 1.407 | 1.3348 | 1.494 | 0.8761 | 0.5948 | 1.2719 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 92 | 43 | 49 | 76 | 35 | 41 |
Losing Trades | 82 | 44 | 38 | 98 | 52 | 46 |
Profitability (%) | 52.8736 | 49.4253 | 56.3218 | 43.6782 | 40.2299 | 47.1264 |
Ratio Avg Win / Avg Loss | 1.2541 | 1.3658 | 1.1586 | 1.1298 | 0.8836 | 1.427 |
Largest Winning Trade | 56386 | 56386 | 36938 | 131399 | 60091 | 131399 |
Largest Losing Trade | -103782 | -45645 | -103782 | -142561 | -142561 | -83416 |
Avg Bars in Trades | 53 | 47 | 60 | 53 | 47 | 60 |
Avg Bars in Winners | 47 | 41 | 53 | 53 | 47 | 58 |
Avg Bars in Losers | 60 | 53 | 69 | 54 | 47 | 61 |
Bars Traded | 9379 | 4145 | 5234 | 9379 | 4145 | 5234 |
Profit Streak | 23.244 | 27.4107 | 23.244 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384871 | -71894 | -42599 | -580658 | -584899 | -124991 |
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{ "first_band": { "type": "dcm", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 91, "offset": 56 } } }
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# | 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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