Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 294196.3126 | 83087.5838 | 211108.7288 | 306833.5704 | 47031.2884 | 259802.282 |
Total P&L (%) | 294.1963 | 83.0876 | 211.1087 | 306.8336 | 47.0313 | 259.8023 |
Avg Daily Profit (%) | 0.1948 | 0.055 | 0.1398 | 0.093 | 0.0255 | 0.0848 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62297 | -65994 | -65450 | -171488 | -127492 | -172060 |
Profit Factor | 1.5983 | 1.3276 | 1.8867 | 1.3417 | 1.1121 | 1.5432 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 43.75 | 37.5 | 50 | 43.75 | 37.5 | 50 |
Ratio Avg Win / Avg Loss | 2.055 | 2.2127 | 1.8867 | 1.7251 | 1.8535 | 1.5432 |
Largest Winning Trade | 98937 | 98937 | 73598 | 149440 | 149440 | 111064 |
Largest Losing Trade | -24231 | -18116 | -24231 | -63850 | -33078 | -63850 |
Avg Bars in Trades | 78 | 49 | 108 | 78 | 49 | 108 |
Avg Bars in Winners | 116 | 66 | 154 | 116 | 66 | 154 |
Avg Bars in Losers | 49 | 38 | 62 | 49 | 38 | 62 |
Bars Traded | 8846 | 2748 | 6098 | 8846 | 2748 | 6098 |
Profit Streak | 0 | 0 | 142.3205 | 0 | 0 | 142.3205 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304615 | -303286 | -181559 | -69553 | -441686 | -255747 |
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{ "first_band": { "type": "dcm", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 50, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 50, "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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