Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270089.9007 | 20848.2407 | 249241.6601 | 156759.6857 | -46191.0772 | 202950.7629 |
Total P&L (%) | 270.0899 | 20.8482 | 249.2417 | 156.7597 | -46.1911 | 202.9508 |
Avg Daily Profit (%) | 0.1764 | 0.0136 | 0.1628 | 0.0616 | -0.0405 | 0.0724 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95358 | -114351 | -65336 | -177445 | -160210 | -113695 |
Profit Factor | 1.4273 | 1.073 | 1.7194 | 1.1566 | 0.8904 | 1.3502 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 77 | 36 | 41 | 77 | 36 | 41 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 54.6099 | 50.7042 | 58.5714 | 54.6099 | 50.7042 | 58.5714 |
Ratio Avg Win / Avg Loss | 1.1863 | 1.0432 | 1.2162 | 0.9613 | 0.8656 | 0.955 |
Largest Winning Trade | 59126 | 48752 | 59126 | 67329 | 60178 | 67329 |
Largest Losing Trade | -43344 | -38484 | -43344 | -87091 | -85926 | -87091 |
Avg Bars in Trades | 31 | 18 | 44 | 31 | 18 | 44 |
Avg Bars in Winners | 33 | 19 | 46 | 33 | 19 | 46 |
Avg Bars in Losers | 28 | 18 | 41 | 28 | 18 | 41 |
Bars Traded | 4445 | 1344 | 3101 | 4445 | 1344 | 3101 |
Profit Streak | 0 | 0 | 36.1244 | 0 | 0 | 36.1244 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333054 | -407825 | -83075 | -159618 | -667367 | -190064 |
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{ "first_band": { "type": "dcm", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 74, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 74, "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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