Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163871.3142 | 146923.376 | 16947.9382 | -210113.6111 | -50107.7119 | -160005.8992 |
Total P&L (%) | 163.8713 | 146.9234 | 16.9479 | -210.1136 | -50.1077 | -160.0059 |
Avg Daily Profit (%) | 0.1516 | 0.1359 | 0.0157 | 0 | -0.0643 | 0 |
Buy And Hold Return (%) | 21.1924 | 21.1924 | 21.1924 | 21.1924 | 21.1924 | 21.1924 |
Max Trade Drawdown | -117488 | -84282 | -59097 | -195184 | -66198 | -66291 |
Profit Factor | 1.2818 | 1.5687 | 1.0525 | 0.5067 | 0.7232 | 0.3467 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 100 | 48 | 52 | 55 | 30 | 25 |
Losing Trades | 57 | 31 | 26 | 102 | 49 | 53 |
Profitability (%) | 63.6943 | 60.7595 | 66.6667 | 35.0318 | 37.9747 | 32.0513 |
Ratio Avg Win / Avg Loss | 0.7307 | 1.0131 | 0.5262 | 0.9397 | 1.1813 | 0.7349 |
Largest Winning Trade | 33962 | 33962 | 23353 | 41319 | 41319 | 12263 |
Largest Losing Trade | -117488 | -42506 | -117488 | -98835 | -15876 | -98835 |
Avg Bars in Trades | 26 | 27 | 24 | 26 | 27 | 24 |
Avg Bars in Winners | 21 | 22 | 21 | 32 | 33 | 30 |
Avg Bars in Losers | 33 | 35 | 31 | 22 | 23 | 21 |
Bars Traded | 4092 | 2179 | 1913 | 4092 | 2179 | 1913 |
Profit Streak | 0 | 0 | 68.1039 | 11.8539 | 23.1039 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302001 | -34955 | -532949 | -584872 | -609921 | -621938 |
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{ "first_band": { "type": "dcm", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 113, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 113, "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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