Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182677.8391 | 139311.99 | 43365.8491 | 219284.9542 | 147243.0995 | 72041.8547 |
Total P&L (%) | 182.6778 | 139.312 | 43.3658 | 219.285 | 147.2431 | 72.0419 |
Avg Daily Profit (%) | 0.3507 | 0.2675 | 0.0833 | 0.2231 | 0.174 | 0.1042 |
Buy And Hold Return (%) | 24.0503 | 24.0503 | 24.0503 | 24.0503 | 24.0503 | 24.0503 |
Max Trade Drawdown | -51015 | -33629 | -40390 | -293826 | -172218 | -182276 |
Profit Factor | 1.4187 | 1.6278 | 1.2023 | 1.1417 | 1.1816 | 1.0978 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 95 | 45 | 50 | 95 | 45 | 50 |
Losing Trades | 120 | 62 | 58 | 120 | 62 | 58 |
Profitability (%) | 44.186 | 42.0561 | 46.2963 | 44.186 | 42.0561 | 46.2963 |
Ratio Avg Win / Avg Loss | 1.792 | 2.2428 | 1.3946 | 1.4422 | 1.628 | 1.2734 |
Largest Winning Trade | 83250 | 83250 | 26734 | 158578 | 158578 | 123130 |
Largest Losing Trade | -20487 | -16423 | -20487 | -124266 | -88934 | -124266 |
Avg Bars in Trades | 114 | 109 | 119 | 114 | 109 | 119 |
Avg Bars in Winners | 146 | 147 | 146 | 146 | 147 | 146 |
Avg Bars in Losers | 89 | 82 | 95 | 89 | 82 | 95 |
Bars Traded | 24609 | 11751 | 12858 | 24609 | 11751 | 12858 |
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 | 328511 | 235707 | -92779 | -58536 | -16769 | -172180 |
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{ "first_band": { "type": "dcm", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 142, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 142, "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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