Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298664.9561 | 196312.8661 | 102352.09 | 156615.4326 | 62844.1183 | 93771.3143 |
Total P&L (%) | 298.665 | 196.3129 | 102.3521 | 156.6154 | 62.8441 | 93.7713 |
Avg Daily Profit (%) | 0.2924 | 0.1922 | 0.1002 | 0.0923 | 0.0478 | 0.0648 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88770 | -93901 | -71419 | -102767 | -109741 | -52668 |
Profit Factor | 1.367 | 1.3876 | 1.3331 | 1.2021 | 1.1198 | 1.3745 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 94 | 40 | 54 | 94 | 40 | 54 |
Losing Trades | 101 | 57 | 44 | 101 | 57 | 44 |
Profitability (%) | 48.2051 | 41.2371 | 55.102 | 48.2051 | 41.2371 | 55.102 |
Ratio Avg Win / Avg Loss | 1.4688 | 1.9774 | 1.0862 | 1.2916 | 1.5957 | 1.12 |
Largest Winning Trade | 123719 | 123719 | 22868 | 119218 | 119218 | 24180 |
Largest Losing Trade | -37847 | -37847 | -29174 | -50978 | -50978 | -27230 |
Avg Bars in Trades | 60 | 72 | 49 | 60 | 72 | 49 |
Avg Bars in Winners | 63 | 79 | 51 | 63 | 79 | 51 |
Avg Bars in Losers | 57 | 67 | 45 | 57 | 67 | 45 |
Bars Traded | 11828 | 7024 | 4804 | 11828 | 7024 | 4804 |
Profit Streak | 6.7217 | 0 | 17.4717 | 6.7217 | 0 | 17.4717 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356928 | 200942 | -57476 | -69234 | -220940 | -104451 |
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{ "first_band": { "type": "jma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 111, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 111, "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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