Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 424648.2253 | 441654.4985 | -17006.2732 | -74206.071 | 752049.3583 | -826255.4293 |
Total P&L (%) | 424.6482 | 441.6545 | -17.0063 | -74.2061 | 752.0494 | -826.2554 |
Avg Daily Profit (%) | 0.2038 | 0.212 | -0.0082 | -0.065 | 0.1029 | 0 |
Buy And Hold Return (%) | 100.9804 | 100.9804 | 100.9804 | 100.9804 | 100.9804 | 100.9804 |
Max Trade Drawdown | -198396 | -131432 | -160835 | -3038673 | -1674532 | -1997686 |
Profit Factor | 1.2281 | 1.4937 | 0.9824 | 0.991 | 1.2017 | 0.8185 |
Total Trades | 555 | 278 | 277 | 555 | 278 | 277 |
Winning Trades | 283 | 151 | 132 | 283 | 151 | 132 |
Losing Trades | 272 | 127 | 145 | 272 | 127 | 145 |
Profitability (%) | 50.991 | 54.3165 | 47.6534 | 50.991 | 54.3165 | 47.6534 |
Ratio Avg Win / Avg Loss | 1.1803 | 1.2563 | 1.0792 | 0.9525 | 1.0107 | 0.8991 |
Largest Winning Trade | 112578 | 112578 | 45475 | 413453 | 413453 | 319870 |
Largest Losing Trade | -95060 | -31421 | -95060 | -814395 | -449798 | -814395 |
Avg Bars in Trades | 44 | 41 | 47 | 44 | 41 | 47 |
Avg Bars in Winners | 38 | 35 | 41 | 38 | 35 | 41 |
Avg Bars in Losers | 50 | 47 | 53 | 50 | 47 | 53 |
Bars Traded | 24747 | 11462 | 13285 | 24747 | 11462 | 13285 |
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 | 298317 | 308122 | -579130 | -577749 | -54258 | -580797 |
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{ "first_band": { "type": "dcm", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 126, "offset": 4 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 126, "offset": 4 } } }
# | 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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