Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 499665.4899 | 371461.2555 | 128204.2344 | 153513.6606 | 313648.8541 | -160135.1935 |
Total P&L (%) | 499.6655 | 371.4613 | 128.2042 | 153.5137 | 313.6489 | -160.1352 |
Avg Daily Profit (%) | 0.2627 | 0.1953 | 0.0674 | 0.0489 | 0.0747 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100631 | -98113 | -82854 | -745833 | -412897 | -658264 |
Profit Factor | 1.5683 | 1.8488 | 1.2903 | 1.0585 | 1.2765 | 0.8924 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 49.2308 | 47.6923 | 50.7692 | 49.2308 | 47.6923 | 50.7692 |
Ratio Avg Win / Avg Loss | 1.6173 | 2.0277 | 1.2512 | 1.0916 | 1.4 | 0.8654 |
Largest Winning Trade | 163451 | 163451 | 61654 | 330887 | 330887 | 150847 |
Largest Losing Trade | -51320 | -38104 | -51320 | -441138 | -153798 | -441138 |
Avg Bars in Trades | 41 | 49 | 34 | 41 | 49 | 34 |
Avg Bars in Winners | 46 | 51 | 42 | 46 | 51 | 42 |
Avg Bars in Losers | 36 | 47 | 26 | 36 | 47 | 26 |
Bars Traded | 5431 | 3192 | 2239 | 5431 | 3192 | 2239 |
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 | 397321 | -121488 | -234504 | -283701 | -225890 | -712358 |
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{ "first_band": { "type": "jma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 74, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 74, "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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