Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 157304.468 | 72680.1546 | 84624.3134 | 154140.9887 | 5997.7293 | 148143.2594 |
Total P&L (%) | 157.3045 | 72.6802 | 84.6243 | 154.141 | 5.9977 | 148.1433 |
Avg Daily Profit (%) | 0.302 | 0.1395 | 0.1625 | 0.1792 | 0.0112 | 0.1747 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75662 | -58712 | -37489 | -370433 | -282984 | -154917 |
Profit Factor | 1.2394 | 1.2253 | 1.2531 | 1.0738 | 1.0058 | 1.1397 |
Total Trades | 356 | 178 | 178 | 356 | 178 | 178 |
Winning Trades | 175 | 83 | 92 | 175 | 83 | 92 |
Losing Trades | 181 | 95 | 86 | 181 | 95 | 86 |
Profitability (%) | 49.1573 | 46.6292 | 51.6854 | 49.1573 | 46.6292 | 51.6854 |
Ratio Avg Win / Avg Loss | 1.2819 | 1.4024 | 1.1714 | 1.1106 | 1.1513 | 1.0654 |
Largest Winning Trade | 37124 | 37124 | 32677 | 110587 | 91379 | 110587 |
Largest Losing Trade | -14276 | -10359 | -14276 | -56292 | -53489 | -56292 |
Avg Bars in Trades | 69 | 68 | 70 | 69 | 68 | 70 |
Avg Bars in Winners | 83 | 84 | 82 | 83 | 84 | 82 |
Avg Bars in Losers | 55 | 54 | 57 | 55 | 54 | 57 |
Bars Traded | 24785 | 12235 | 12551 | 24785 | 12235 | 12551 |
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 | 330175 | -8619 | 256463 | -130966 | -559290 | -59416 |
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{ "first_band": { "type": "dcm", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 115, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 115, "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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