Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415428.5617 | 326866.2678 | 88562.2939 | 148261.2514 | -71158.2702 | 219419.5216 |
Total P&L (%) | 415.4286 | 326.8663 | 88.5623 | 148.2613 | -71.1583 | 219.4195 |
Avg Daily Profit (%) | 0.1922 | 0.1512 | 0.041 | 0.0421 | -0.0575 | 0.0537 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130508 | -123806 | -84502 | -2608718 | -2350657 | -887626 |
Profit Factor | 1.603 | 1.8678 | 1.2836 | 1.0209 | 0.9832 | 1.0767 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 58.4071 | 57.8947 | 58.9286 | 58.4071 | 57.8947 | 58.9286 |
Ratio Avg Win / Avg Loss | 1.1415 | 1.3584 | 0.8946 | 0.727 | 0.7151 | 0.7504 |
Largest Winning Trade | 210916 | 210916 | 58423 | 1426614 | 1426614 | 648378 |
Largest Losing Trade | -49398 | -44896 | -49398 | -887626 | -753929 | -887626 |
Avg Bars in Trades | 71 | 52 | 91 | 71 | 52 | 91 |
Avg Bars in Winners | 58 | 39 | 77 | 58 | 39 | 77 |
Avg Bars in Losers | 90 | 70 | 111 | 90 | 70 | 111 |
Bars Traded | 8132 | 3002 | 5130 | 8132 | 3002 | 5130 |
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 | 391218 | -169394 | -318763 | -334559 | -759809 | -437908 |
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{ "first_band": { "type": "dcm", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 200, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 200, "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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