Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312886.7408 | 222661.0198 | 90225.721 | 886475.4318 | 549044.8341 | 337430.5977 |
Total P&L (%) | 312.8867 | 222.661 | 90.2257 | 886.4754 | 549.0448 | 337.4306 |
Avg Daily Profit (%) | 0.6007 | 0.4275 | 0.1732 | 0.4405 | 0.3598 | 0.2837 |
Buy And Hold Return (%) | 50.9988 | 50.9988 | 50.9988 | 50.9988 | 50.9988 | 50.9988 |
Max Trade Drawdown | -40343 | -48688 | -32748 | -396902 | -315389 | -240567 |
Profit Factor | 1.5176 | 1.7121 | 1.3092 | 1.3177 | 1.3711 | 1.2573 |
Total Trades | 406 | 203 | 203 | 406 | 203 | 203 |
Winning Trades | 166 | 79 | 87 | 166 | 79 | 87 |
Losing Trades | 240 | 124 | 116 | 240 | 124 | 116 |
Profitability (%) | 40.8867 | 38.9163 | 42.8571 | 40.8867 | 38.9163 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.1942 | 2.6874 | 1.7456 | 1.905 | 2.1522 | 1.6764 |
Largest Winning Trade | 84666 | 84666 | 26960 | 223001 | 223001 | 89945 |
Largest Losing Trade | -13602 | -9338 | -13602 | -121510 | -56277 | -121510 |
Avg Bars in Trades | 61 | 62 | 60 | 61 | 62 | 60 |
Avg Bars in Winners | 89 | 96 | 83 | 89 | 96 | 83 |
Avg Bars in Losers | 41 | 40 | 43 | 41 | 40 | 43 |
Bars Traded | 24872 | 12622 | 12250 | 24872 | 12622 | 12250 |
Profit Streak | 0 | 0 | 11.4082 | 0 | 0 | 11.4082 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396145 | 235491 | -1101 | 338584 | 239789 | 277120 |
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{ "first_band": { "type": "dcm", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 47, "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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