Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 424075.7678 | 369260.7174 | 54815.0504 | 205691.6023 | 158450.5308 | 47241.0715 |
Total P&L (%) | 424.0758 | 369.2607 | 54.8151 | 205.6916 | 158.4505 | 47.2411 |
Avg Daily Profit (%) | 0.227 | 0.1977 | 0.0293 | 0.0598 | 0.0508 | 0.0207 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88911 | -52474 | -114049 | -176187 | -116103 | -156185 |
Profit Factor | 1.9644 | 2.8784 | 1.2254 | 1.2423 | 1.3811 | 1.1091 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 48.3333 | 46.6667 | 50 | 48.3333 | 46.6667 | 50 |
Ratio Avg Win / Avg Loss | 2.0999 | 3.2896 | 1.2254 | 1.328 | 1.5783 | 1.1091 |
Largest Winning Trade | 260356 | 260356 | 61682 | 130600 | 130600 | 93248 |
Largest Losing Trade | -64606 | -32243 | -64606 | -78089 | -72922 | -78089 |
Avg Bars in Trades | 121 | 90 | 152 | 121 | 90 | 152 |
Avg Bars in Winners | 158 | 113 | 200 | 158 | 113 | 200 |
Avg Bars in Losers | 86 | 70 | 104 | 86 | 70 | 104 |
Bars Traded | 7273 | 2705 | 4568 | 7273 | 2705 | 4568 |
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 | -162564 | 423101 | -155112 | -287441 | -124666 | -267370 |
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{ "first_band": { "type": "dcm", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 105, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 105, "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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