Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 968779.0225 | 725377.1541 | 243401.8684 | 11369968.8384 | 6266723.7763 | 5103245.0621 |
Total P&L (%) | 968.779 | 725.3772 | 243.4019 | 11369.9688 | 6266.7238 | 5103.2451 |
Avg Daily Profit (%) | 0.4013 | 0.3004 | 0.1008 | 0.1966 | 0.1722 | 0.1638 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84147 | -60741 | -69611 | -8239720 | -8104220 | -7400062 |
Profit Factor | 2.2759 | 3.0696 | 1.5954 | 1.2027 | 1.2351 | 1.1734 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 77 | 36 | 41 | 77 | 36 | 41 |
Losing Trades | 91 | 48 | 43 | 91 | 48 | 43 |
Profitability (%) | 45.8333 | 42.8571 | 48.8095 | 45.8333 | 42.8571 | 48.8095 |
Ratio Avg Win / Avg Loss | 2.6897 | 4.0927 | 1.6732 | 1.4214 | 1.6468 | 1.2306 |
Largest Winning Trade | 336869 | 336869 | 65971 | 7466237 | 7466237 | 5534653 |
Largest Losing Trade | -59265 | -25157 | -59265 | -7400062 | -2714212 | -7400062 |
Avg Bars in Trades | 84 | 67 | 100 | 84 | 67 | 100 |
Avg Bars in Winners | 124 | 101 | 145 | 124 | 101 | 145 |
Avg Bars in Losers | 49 | 42 | 58 | 49 | 42 | 58 |
Bars Traded | 14134 | 5678 | 8456 | 14134 | 5678 | 8456 |
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 | 480608 | 419523 | -56178 | 243284 | 197690 | -22868 |
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{ "first_band": { "type": "dcm", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 53, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 53, "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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