Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 834605.8937 | 731275.3952 | 103330.4985 | 7642908.4822 | 9354322.5671 | -1711414.0849 |
Total P&L (%) | 834.6059 | 731.2754 | 103.3305 | 7642.9085 | 9354.3226 | -1711.4141 |
Avg Daily Profit (%) | 0.4605 | 0.4034 | 0.057 | 0.2402 | 0.2513 | 0 |
Buy And Hold Return (%) | 687.0749 | 687.0749 | 687.0749 | 687.0749 | 687.0749 | 687.0749 |
Max Trade Drawdown | -103218 | -96795 | -63193 | -7863059 | -5279443 | -5935506 |
Profit Factor | 1.9347 | 2.6342 | 1.232 | 1.1762 | 1.4704 | 0.9271 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Losing Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Profitability (%) | 49.0654 | 49.5327 | 48.5981 | 49.0654 | 49.5327 | 48.5981 |
Ratio Avg Win / Avg Loss | 2.0084 | 2.6839 | 1.303 | 1.221 | 1.4981 | 0.9806 |
Largest Winning Trade | 131947 | 131947 | 76145 | 4694349 | 4694349 | 2942322 |
Largest Losing Trade | -41327 | -41327 | -37508 | -3208322 | -3208322 | -2820256 |
Avg Bars in Trades | 100 | 94 | 106 | 100 | 94 | 106 |
Avg Bars in Winners | 120 | 110 | 131 | 120 | 110 | 131 |
Avg Bars in Losers | 80 | 79 | 82 | 80 | 79 | 82 |
Bars Traded | 21496 | 10136 | 11360 | 21496 | 10136 | 11360 |
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 | -84280 | -131413 | -283721 | -17539 | 329406 | -581592 |
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{ "first_band": { "type": "dcm", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 165, "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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