Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1120527.6253 | 1133221.1637 | -12693.5384 | 696280.0673 | 1328496.2308 | -632216.1634 |
Total P&L (%) | 1120.5276 | 1133.2212 | -12.6935 | 696.2801 | 1328.4962 | -632.2162 |
Avg Daily Profit (%) | 0.6186 | 0.6256 | -0.007 | 0.1146 | 0.1469 | 0 |
Buy And Hold Return (%) | 563.3373 | 563.3373 | 563.3373 | 563.3373 | 563.3373 | 563.3373 |
Max Trade Drawdown | -177863 | -111660 | -106424 | -2468103 | -2016398 | -766661 |
Profit Factor | 2.8206 | 4.5238 | 0.9568 | 1.1284 | 1.4061 | 0.7063 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 44.3038 | 41.0256 | 47.5 | 44.3038 | 41.0256 | 47.5 |
Ratio Avg Win / Avg Loss | 3.5459 | 6.5029 | 1.0575 | 1.4185 | 2.0213 | 0.7807 |
Largest Winning Trade | 651429 | 651429 | 70725 | 1643284 | 1643284 | 296858 |
Largest Losing Trade | -50511 | -50511 | -41575 | -619017 | -619017 | -371244 |
Avg Bars in Trades | 88 | 74 | 103 | 88 | 74 | 103 |
Avg Bars in Winners | 119 | 102 | 134 | 119 | 102 | 134 |
Avg Bars in Losers | 64 | 54 | 75 | 64 | 54 | 75 |
Bars Traded | 7024 | 2889 | 4135 | 7024 | 2889 | 4135 |
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 | -23455 | 318239 | -580055 | -244757 | -2644 | -581722 |
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{ "first_band": { "type": "dcm", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 81, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 81, "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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