Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 148940.5269 | 76240.9731 | 72699.5538 | 177385.9598 | 107217.4692 | 70168.4906 |
Total P&L (%) | 148.9405 | 76.241 | 72.6996 | 177.386 | 107.2175 | 70.1685 |
Avg Daily Profit (%) | 0.5719 | 0.2928 | 0.2792 | 0.3925 | 0.2802 | 0.2043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98186 | -60938 | -49222 | -92542 | -48024 | -54844 |
Profit Factor | 1.3274 | 1.3485 | 1.3079 | 1.3115 | 1.4142 | 1.226 |
Total Trades | 342 | 171 | 171 | 342 | 171 | 171 |
Winning Trades | 174 | 86 | 88 | 174 | 86 | 88 |
Losing Trades | 168 | 85 | 83 | 168 | 85 | 83 |
Profitability (%) | 50.8772 | 50.2924 | 51.462 | 50.8772 | 50.2924 | 51.462 |
Ratio Avg Win / Avg Loss | 1.2816 | 1.3328 | 1.2336 | 1.2663 | 1.3977 | 1.1563 |
Largest Winning Trade | 44905 | 44905 | 36553 | 38451 | 38451 | 37006 |
Largest Losing Trade | -30821 | -15682 | -30821 | -41256 | -14511 | -41256 |
Avg Bars in Trades | 72 | 71 | 72 | 72 | 71 | 72 |
Avg Bars in Winners | 83 | 81 | 85 | 83 | 81 | 85 |
Avg Bars in Losers | 61 | 62 | 59 | 61 | 62 | 59 |
Bars Traded | 24751 | 12272 | 12478 | 24751 | 12272 | 12478 |
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 | 416077 | 279959 | 272300 | 357385 | 290536 | 231255 |
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{ "first_band": { "type": "dcm", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 154, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 154, "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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