Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 853271.2307 | 707146.0855 | 146125.1452 | 9482175.7585 | 5371568.1817 | 4110607.5768 |
Total P&L (%) | 853.2712 | 707.1461 | 146.1251 | 9482.1758 | 5371.5682 | 4110.6076 |
Avg Daily Profit (%) | 0.4096 | 0.3394 | 0.0701 | 0.2192 | 0.1923 | 0.1797 |
Buy And Hold Return (%) | 244.8879 | 244.8879 | 244.8879 | 244.8879 | 244.8879 | 244.8879 |
Max Trade Drawdown | -87100 | -60301 | -102841 | -7495462 | -3371259 | -4408566 |
Profit Factor | 2.0701 | 2.8835 | 1.3463 | 1.2684 | 1.2971 | 1.2384 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 84 | 38 | 46 | 84 | 38 | 46 |
Losing Trades | 98 | 53 | 45 | 98 | 53 | 45 |
Profitability (%) | 46.1538 | 41.7582 | 50.5495 | 46.1538 | 41.7582 | 50.5495 |
Ratio Avg Win / Avg Loss | 2.4151 | 4.0217 | 1.317 | 1.4799 | 1.8091 | 1.2115 |
Largest Winning Trade | 258270 | 258270 | 61719 | 5290558 | 5290558 | 3675184 |
Largest Losing Trade | -23337 | -18476 | -23337 | -3194525 | -1739149 | -3194525 |
Avg Bars in Trades | 134 | 122 | 146 | 134 | 122 | 146 |
Avg Bars in Winners | 195 | 179 | 208 | 195 | 179 | 208 |
Avg Bars in Losers | 82 | 81 | 83 | 82 | 81 | 83 |
Bars Traded | 24507 | 11132 | 13375 | 24507 | 11132 | 13375 |
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 | 379484 | 288268 | -264937 | 271822 | 202778 | 263946 |
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{ "first_band": { "type": "dcm", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 115, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 226, "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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