Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1232034.8076 | 1242395.4778 | -10360.6702 | 897199.9535 | 1142304.9919 | -245105.0384 |
Total P&L (%) | 1232.0348 | 1242.3955 | -10.3607 | 897.2 | 1142.305 | -245.105 |
Avg Daily Profit (%) | 0.6799 | 0.6856 | -0.0057 | 0.127 | 0.1391 | 0 |
Buy And Hold Return (%) | 561.1659 | 561.1659 | 561.1659 | 561.1659 | 561.1659 | 561.1659 |
Max Trade Drawdown | -197976 | -139651 | -105553 | -1333225 | -1023475 | -676070 |
Profit Factor | 2.8038 | 4.7277 | 0.9704 | 1.1612 | 1.3967 | 0.9088 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 40.4762 | 40.4762 | 40.4762 | 40.4762 | 40.4762 | 40.4762 |
Ratio Avg Win / Avg Loss | 4.1233 | 6.9525 | 1.427 | 1.7076 | 2.0539 | 1.3365 |
Largest Winning Trade | 717563 | 717563 | 76928 | 1098866 | 1098866 | 641356 |
Largest Losing Trade | -42393 | -42393 | -34172 | -536919 | -536919 | -332287 |
Avg Bars in Trades | 127 | 111 | 142 | 127 | 111 | 142 |
Avg Bars in Winners | 197 | 158 | 236 | 197 | 158 | 236 |
Avg Bars in Losers | 78 | 80 | 77 | 78 | 80 | 77 |
Bars Traded | 10674 | 4702 | 5972 | 10674 | 4702 | 5972 |
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 | 303350 | 383793 | -582771 | -78245 | -15389 | -582771 |
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{ "first_band": { "type": "dcm", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 95, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 95, "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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