Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 883952.3692 | 625525.7528 | 258426.6163 | 17572526.4327 | 680837.4119 | 16891689.0208 |
Total P&L (%) | 883.9524 | 625.5258 | 258.4266 | 17572.5264 | 680.8374 | 16891.689 |
Avg Daily Profit (%) | 0.4552 | 0.3221 | 0.1331 | 0.2668 | 0.1059 | 0.2648 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96437 | -74079 | -80447 | -8491304 | -10073047 | -4831062 |
Profit Factor | 2.1432 | 2.6712 | 1.6478 | 1.4336 | 1.029 | 1.9915 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 82 | 37 | 45 | 82 | 37 | 45 |
Losing Trades | 74 | 41 | 33 | 74 | 41 | 33 |
Profitability (%) | 52.5641 | 47.4359 | 57.6923 | 52.5641 | 47.4359 | 57.6923 |
Ratio Avg Win / Avg Loss | 1.9341 | 2.96 | 1.2084 | 1.2937 | 1.1402 | 1.4605 |
Largest Winning Trade | 114191 | 114191 | 54943 | 5756919 | 5756919 | 3745577 |
Largest Losing Trade | -57865 | -27222 | -57865 | -4117292 | -3659986 | -4117292 |
Avg Bars in Trades | 73 | 52 | 95 | 73 | 52 | 95 |
Avg Bars in Winners | 99 | 66 | 126 | 99 | 66 | 126 |
Avg Bars in Losers | 45 | 40 | 51 | 45 | 40 | 51 |
Bars Traded | 11514 | 4100 | 7414 | 11514 | 4100 | 7414 |
Profit Streak | 26.1717 | 0 | 34.505 | 26.1717 | 0 | 34.505 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 575530 | -21278 | -46008 | 403226 | -275310 | -21377 |
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{ "first_band": { "type": "dcm", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 58, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 58, "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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