Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 977523.618 | 886596.4533 | 90927.1647 | 5997338.0085 | 5547362.8993 | 449975.1093 |
Total P&L (%) | 977.5236 | 886.5965 | 90.9272 | 5997.338 | 5547.3629 | 449.9751 |
Avg Daily Profit (%) | 0.5396 | 0.4894 | 0.0502 | 0.2271 | 0.2229 | 0.0941 |
Buy And Hold Return (%) | 480.3582 | 480.3582 | 480.3582 | 480.3582 | 480.3582 | 480.3582 |
Max Trade Drawdown | -132882 | -97558 | -75662 | -3808306 | -2619914 | -2410138 |
Profit Factor | 2.3477 | 3.3925 | 1.2563 | 1.3255 | 1.6775 | 1.044 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Losing Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Profitability (%) | 46.0993 | 46.4789 | 45.7143 | 46.0993 | 46.4789 | 45.7143 |
Ratio Avg Win / Avg Loss | 2.745 | 3.9065 | 1.4919 | 1.5498 | 1.9316 | 1.2397 |
Largest Winning Trade | 302953 | 302953 | 77171 | 3059037 | 3059037 | 2028808 |
Largest Losing Trade | -41327 | -41327 | -33951 | -1694661 | -1694661 | -1620168 |
Avg Bars in Trades | 37 | 33 | 42 | 37 | 33 | 42 |
Avg Bars in Winners | 49 | 39 | 59 | 49 | 39 | 59 |
Avg Bars in Losers | 28 | 28 | 28 | 28 | 28 | 28 |
Bars Traded | 5347 | 2381 | 2966 | 5347 | 2381 | 2966 |
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 | 274029 | -79246 | -387972 | 305161 | -76916 | -501371 |
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{ "first_band": { "type": "dcm", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 41, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 41, "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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