Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390626.9408 | 416140.9285 | -25513.9877 | 161392.4466 | 246749.2462 | -85356.7996 |
Total P&L (%) | 390.6269 | 416.1409 | -25.514 | 161.3924 | 246.7492 | -85.3568 |
Avg Daily Profit (%) | 0.1976 | 0.2105 | -0.0129 | 0.0486 | 0.0629 | -0.0971 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132317 | -57941 | -233324 | -479131 | -244099 | -291284 |
Profit Factor | 1.6703 | 2.9754 | 0.9314 | 1.1421 | 1.5215 | 0.8712 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 28 | 17 | 11 | 28 | 17 | 11 |
Losing Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Profitability (%) | 37.3333 | 44.7368 | 29.7297 | 37.3333 | 44.7368 | 29.7297 |
Ratio Avg Win / Avg Loss | 2.8038 | 3.6755 | 2.2016 | 1.917 | 1.8795 | 2.0593 |
Largest Winning Trade | 160881 | 160881 | 81578 | 174433 | 123334 | 174433 |
Largest Losing Trade | -41321 | -24769 | -41321 | -195447 | -78541 | -195447 |
Avg Bars in Trades | 98 | 71 | 125 | 98 | 71 | 125 |
Avg Bars in Winners | 197 | 133 | 295 | 197 | 133 | 295 |
Avg Bars in Losers | 39 | 22 | 53 | 39 | 22 | 53 |
Bars Traded | 7373 | 2732 | 4642 | 7373 | 2732 | 4642 |
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 | -55438 | 408950 | -586963 | -257327 | -108394 | -586963 |
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{ "first_band": { "type": "dcm", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 27, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 27, "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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