Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 460328.579 | 395930.1928 | 64398.3862 | 159090.5143 | 142756.7975 | 16333.7168 |
Total P&L (%) | 460.3286 | 395.9302 | 64.3984 | 159.0905 | 142.7568 | 16.3337 |
Avg Daily Profit (%) | 0.1837 | 0.158 | 0.0257 | 0.038 | 0.0354 | 0.006 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167648 | -154154 | -93118 | -849042 | -631517 | -262254 |
Profit Factor | 1.642 | 2.0723 | 1.1851 | 1.0854 | 1.128 | 1.0219 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 44.7917 | 41.6667 | 47.9167 | 44.7917 | 41.6667 | 47.9167 |
Ratio Avg Win / Avg Loss | 2.0238 | 2.9013 | 1.2882 | 1.3379 | 1.5792 | 1.1107 |
Largest Winning Trade | 184925 | 184925 | 53515 | 298795 | 298795 | 98806 |
Largest Losing Trade | -47467 | -33253 | -47467 | -308026 | -308026 | -99416 |
Avg Bars in Trades | 99 | 77 | 121 | 99 | 77 | 121 |
Avg Bars in Winners | 130 | 110 | 147 | 130 | 110 | 147 |
Avg Bars in Losers | 74 | 53 | 98 | 74 | 53 | 98 |
Bars Traded | 9557 | 3703 | 5854 | 9557 | 3703 | 5854 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317557 | 289784 | -176517 | -270459 | -227360 | -391280 |
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{ "first_band": { "type": "dcm", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 122, "offset": 0 } } }
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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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