Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137271.9876 | 111183.1097 | 26088.8779 | 138093.6064 | 140108.4698 | -2014.8633 |
Total P&L (%) | 137.272 | 111.1831 | 26.0889 | 138.0936 | 140.1085 | -2.0149 |
Avg Daily Profit (%) | 0.5271 | 0.4269 | 0.1002 | 0.3337 | 0.3369 | -0.0078 |
Buy And Hold Return (%) | 33.5383 | 33.5383 | 33.5383 | 33.5383 | 33.5383 | 33.5383 |
Max Trade Drawdown | -62037 | -44541 | -41641 | -130663 | -64965 | -87950 |
Profit Factor | 1.3258 | 1.5815 | 1.1134 | 1.1889 | 1.4125 | 0.9949 |
Total Trades | 301 | 150 | 151 | 301 | 150 | 151 |
Winning Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Losing Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Profitability (%) | 43.8538 | 44 | 43.7086 | 43.8538 | 44 | 43.7086 |
Ratio Avg Win / Avg Loss | 1.6974 | 2.0128 | 1.4339 | 1.5221 | 1.7978 | 1.2813 |
Largest Winning Trade | 57623 | 57623 | 28950 | 72502 | 72502 | 53453 |
Largest Losing Trade | -12154 | -8917 | -12154 | -18959 | -18393 | -18959 |
Avg Bars in Trades | 82 | 77 | 87 | 82 | 77 | 87 |
Avg Bars in Winners | 128 | 122 | 134 | 128 | 122 | 134 |
Avg Bars in Losers | 46 | 42 | 50 | 46 | 42 | 50 |
Bars Traded | 24746 | 11597 | 13150 | 24746 | 11597 | 13150 |
Profit Streak | 5.4304 | 6.2013 | 5.4304 | 5.4304 | 6.2013 | 5.4304 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309469 | 246280 | -323729 | -6024 | 209003 | -582009 |
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{ "first_band": { "type": "dcm", "factors": { "length": 55, "offset": 40 } }, "second_band": { "type": "jma", "factors": { "length": 184, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 55, "offset": 40 } }, "second_band": { "type": "jma", "factors": { "length": 184, "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) |
---|