Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 701391.9341 | 625300.7445 | 76091.1896 | 1323689.0012 | 627763.555 | 695925.4462 |
Total P&L (%) | 701.3919 | 625.3007 | 76.0912 | 1323.689 | 627.7636 | 695.9254 |
Avg Daily Profit (%) | 0.4335 | 0.3865 | 0.047 | 0.1643 | 0.1227 | 0.1283 |
Buy And Hold Return (%) | 26.143 | 26.143 | 26.143 | 26.143 | 26.143 | 26.143 |
Max Trade Drawdown | -114264 | -63333 | -210971 | -714583 | -435424 | -702003 |
Profit Factor | 1.6818 | 2.3157 | 1.1375 | 1.3344 | 1.3331 | 1.3355 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Losing Trades | 174 | 88 | 86 | 174 | 88 | 86 |
Profitability (%) | 34.5865 | 33.8346 | 35.3383 | 34.5865 | 33.8346 | 35.3383 |
Ratio Avg Win / Avg Loss | 3.1808 | 4.5285 | 2.0813 | 2.5237 | 2.607 | 2.4436 |
Largest Winning Trade | 299959 | 299959 | 63193 | 570999 | 570999 | 347689 |
Largest Losing Trade | -29426 | -19742 | -29426 | -184573 | -183690 | -184573 |
Avg Bars in Trades | 71 | 60 | 82 | 71 | 60 | 82 |
Avg Bars in Winners | 141 | 120 | 162 | 141 | 120 | 162 |
Avg Bars in Losers | 34 | 30 | 39 | 34 | 30 | 39 |
Bars Traded | 19083 | 8106 | 10977 | 19083 | 8106 | 10977 |
Profit Streak | 0 | 0 | 491.6296 | 0 | 0 | 491.6296 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310211 | 271906 | -206804 | 163251 | -33818 | -25248 |
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{ "first_band": { "type": "dcm", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 29, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 29, "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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