Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 435036.6378 | 304234.6881 | 130801.9497 | 486147.8953 | 233731.257 | 252416.6383 |
Total P&L (%) | 435.0366 | 304.2347 | 130.802 | 486.1479 | 233.7313 | 252.4166 |
Avg Daily Profit (%) | 0.2309 | 0.1614 | 0.0694 | 0.0939 | 0.064 | 0.0669 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117304 | -68136 | -85714 | -951942 | -641133 | -693867 |
Profit Factor | 1.5226 | 1.7137 | 1.322 | 1.1014 | 1.0877 | 1.1185 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 94 | 46 | 48 | 94 | 46 | 48 |
Losing Trades | 105 | 54 | 51 | 105 | 54 | 51 |
Profitability (%) | 47.2362 | 46 | 48.4848 | 47.2362 | 46 | 48.4848 |
Ratio Avg Win / Avg Loss | 1.7007 | 2.0118 | 1.4046 | 1.2302 | 1.2768 | 1.1884 |
Largest Winning Trade | 123956 | 123956 | 43354 | 506285 | 506285 | 350249 |
Largest Losing Trade | -41301 | -41301 | -35629 | -393499 | -393499 | -236126 |
Avg Bars in Trades | 36 | 42 | 29 | 36 | 42 | 29 |
Avg Bars in Winners | 37 | 40 | 34 | 37 | 40 | 34 |
Avg Bars in Losers | 34 | 44 | 24 | 34 | 44 | 24 |
Bars Traded | 7173 | 4266 | 2907 | 7173 | 4266 | 2907 |
Profit Streak | 12.7978 | 15.5478 | 12.7978 | 12.7978 | 15.5478 | 12.7978 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428872 | 351615 | -100033 | -175185 | -232393 | -193789 |
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{ "first_band": { "type": "jma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 52, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 52, "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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