Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1072834.2926 | 928753.7036 | 144080.589 | 18087181.7645 | 11460678.1281 | 6626503.6364 |
Total P&L (%) | 1072.8343 | 928.7537 | 144.0806 | 18087.1818 | 11460.6781 | 6626.5036 |
Avg Daily Profit (%) | 0.4288 | 0.3713 | 0.0576 | 0.2082 | 0.1901 | 0.1684 |
Buy And Hold Return (%) | 454.223 | 454.223 | 454.223 | 454.223 | 454.223 | 454.223 |
Max Trade Drawdown | -82506 | -40966 | -70545 | -20662536 | -10258802 | -10403733 |
Profit Factor | 3.154 | 5.8247 | 1.4715 | 1.3889 | 1.4528 | 1.3127 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 44.1558 | 43.5897 | 44.7368 | 44.1558 | 43.5897 | 44.7368 |
Ratio Avg Win / Avg Loss | 3.9889 | 7.5379 | 1.8178 | 1.7566 | 1.8801 | 1.6215 |
Largest Winning Trade | 350018 | 350018 | 61502 | 11392995 | 11392995 | 9606424 |
Largest Losing Trade | -42418 | -15576 | -42418 | -7030087 | -3783778 | -7030087 |
Avg Bars in Trades | 94 | 77 | 112 | 94 | 77 | 112 |
Avg Bars in Winners | 164 | 126 | 202 | 164 | 126 | 202 |
Avg Bars in Losers | 39 | 39 | 40 | 39 | 39 | 40 |
Bars Traded | 7301 | 3025 | 4276 | 7301 | 3025 | 4276 |
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 | -37005 | 318171 | -281582 | -38704 | 273925 | 252216 |
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{ "first_band": { "type": "dcm", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 26, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 26, "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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