Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 894417.2432 | 746178.4634 | 148238.7799 | 18652550.6238 | 19758834.6549 | -1106284.0311 |
Total P&L (%) | 894.4172 | 746.1785 | 148.2388 | 18652.5506 | 19758.8347 | -1106.284 |
Avg Daily Profit (%) | 0.4915 | 0.41 | 0.0815 | 0.288 | 0.2912 | 0 |
Buy And Hold Return (%) | 805.4433 | 805.4433 | 805.4433 | 805.4433 | 805.4433 | 805.4433 |
Max Trade Drawdown | -98804 | -83662 | -65867 | -14969491 | -7142004 | -10186523 |
Profit Factor | 1.9667 | 2.6654 | 1.3107 | 1.2638 | 1.663 | 0.973 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 128 | 66 | 62 | 128 | 66 | 62 |
Losing Trades | 90 | 43 | 47 | 90 | 43 | 47 |
Profitability (%) | 58.7156 | 60.5505 | 56.8807 | 58.7156 | 60.5505 | 56.8807 |
Ratio Avg Win / Avg Loss | 1.3828 | 1.7365 | 0.9936 | 0.8886 | 1.0835 | 0.7376 |
Largest Winning Trade | 103796 | 103796 | 71009 | 6438467 | 6438467 | 5223611 |
Largest Losing Trade | -44108 | -41295 | -44108 | -4449553 | -4223419 | -4449553 |
Avg Bars in Trades | 98 | 92 | 104 | 98 | 92 | 104 |
Avg Bars in Winners | 104 | 94 | 115 | 104 | 94 | 115 |
Avg Bars in Losers | 90 | 90 | 90 | 90 | 90 | 90 |
Bars Traded | 21527 | 10115 | 11412 | 21527 | 10115 | 11412 |
Profit Streak | 0 | 16.9487 | 0 | 0 | 16.9487 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -115985 | -149185 | -250859 | 333247 | 451100 | -580150 |
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{ "first_band": { "type": "dcm", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 188, "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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