Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215591.7797 | 272826.9528 | -57235.1731 | -99113.5727 | 98077.3015 | -197190.8741 |
Total P&L (%) | 215.5918 | 272.827 | -57.2352 | -99.1136 | 98.0773 | -197.1909 |
Avg Daily Profit (%) | 0.1527 | 0.1932 | -0.0405 | -0.3341 | 0.0484 | 0 |
Buy And Hold Return (%) | 86.1094 | 86.1094 | 86.1094 | 86.1094 | 86.1094 | 86.1094 |
Max Trade Drawdown | -129394 | -93549 | -171797 | -672066 | -326080 | -637627 |
Profit Factor | 1.2974 | 2.037 | 0.876 | 0.9427 | 1.1462 | 0.8138 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 60.4396 | 60.8696 | 60 | 60.4396 | 60.8696 | 60 |
Ratio Avg Win / Avg Loss | 0.8492 | 1.3095 | 0.584 | 0.617 | 0.7368 | 0.5425 |
Largest Winning Trade | 86966 | 86966 | 42970 | 199671 | 199671 | 190478 |
Largest Losing Trade | -99398 | -40155 | -99398 | -429850 | -187833 | -429850 |
Avg Bars in Trades | 43 | 33 | 54 | 43 | 33 | 54 |
Avg Bars in Winners | 41 | 31 | 52 | 41 | 31 | 52 |
Avg Bars in Losers | 46 | 35 | 57 | 46 | 35 | 57 |
Bars Traded | 3954 | 1521 | 2433 | 3954 | 1521 | 2433 |
Profit Streak | 0 | 0 | 510.7689 | 0 | 0 | 510.7689 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 131832 | 318409 | -578831 | -579181 | -310686 | -578831 |
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{ "first_band": { "type": "dcm", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 187, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 187, "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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