Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1461684.8632 | 1454701.4636 | 6983.3996 | 16750259.8106 | 32128011.1394 | -15377751.3288 |
Total P&L (%) | 1461.6849 | 1454.7015 | 6.9834 | 16750.2598 | 32128.0111 | -15377.7513 |
Avg Daily Profit (%) | 0.7833 | 0.7795 | 0.0037 | 0.2751 | 0.31 | 0 |
Buy And Hold Return (%) | 9337.5494 | 9337.5494 | 9337.5494 | 9337.5494 | 9337.5494 | 9337.5494 |
Max Trade Drawdown | -100090 | -53237 | -103815 | -23420924 | -7831723 | -20615426 |
Profit Factor | 4.108 | 7.5989 | 1.028 | 1.3467 | 2.6032 | 0.456 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 50 | 53.8462 | 46.1538 | 50 | 53.8462 | 46.1538 |
Ratio Avg Win / Avg Loss | 4.108 | 6.5133 | 1.1993 | 1.3467 | 2.2313 | 0.532 |
Largest Winning Trade | 748133 | 748133 | 67460 | 19403490 | 19403490 | 4537217 |
Largest Losing Trade | -53237 | -53237 | -37766 | -7251143 | -5532127 | -7251143 |
Avg Bars in Trades | 133 | 135 | 131 | 133 | 135 | 131 |
Avg Bars in Winners | 181 | 174 | 189 | 181 | 174 | 189 |
Avg Bars in Losers | 85 | 90 | 81 | 85 | 90 | 81 |
Bars Traded | 10418 | 5294 | 5124 | 10418 | 5294 | 5124 |
Profit Streak | 0 | 228.3644 | 0 | 0 | 228.3644 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -184391 | -142766 | -544852 | -37991 | 457742 | -582253 |
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{ "first_band": { "type": "dcm", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 140, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 140, "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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