Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 411757.6012 | 296555.177 | 115202.4242 | 115607.7066 | 23458.3956 | 92149.3111 |
Total P&L (%) | 411.7576 | 296.5552 | 115.2024 | 115.6077 | 23.4584 | 92.1493 |
Avg Daily Profit (%) | 0.2152 | 0.155 | 0.0602 | 0.0402 | 0.011 | 0.0341 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121009 | -83942 | -50867 | -294959 | -188879 | -124024 |
Profit Factor | 1.7049 | 2.0516 | 1.3813 | 1.1024 | 1.0401 | 1.1693 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 52.0548 | 52.7778 | 51.3514 | 52.0548 | 52.7778 | 51.3514 |
Ratio Avg Win / Avg Loss | 1.5703 | 1.8356 | 1.3086 | 1.0154 | 0.9306 | 1.1077 |
Largest Winning Trade | 280938 | 280938 | 64243 | 209925 | 209925 | 181308 |
Largest Losing Trade | -45002 | -36965 | -45002 | -114597 | -114597 | -89647 |
Avg Bars in Trades | 148 | 146 | 151 | 148 | 146 | 151 |
Avg Bars in Winners | 186 | 185 | 187 | 186 | 185 | 187 |
Avg Bars in Losers | 108 | 102 | 113 | 108 | 102 | 113 |
Bars Traded | 10869 | 5266 | 5603 | 10869 | 5266 | 5603 |
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 | -65029 | 413784 | -111771 | -323164 | -360403 | -181438 |
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{ "first_band": { "type": "jma", "factors": { "length": 201, "offset": 186 } }, "second_band": { "type": "dcm", "factors": { "length": 207, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 201, "offset": 186 } }, "second_band": { "type": "dcm", "factors": { "length": 207, "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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