Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 631531.2962 | 387942.8555 | 243588.4408 | 3377301.1923 | 1536864.1584 | 1840437.0339 |
Total P&L (%) | 631.5313 | 387.9429 | 243.5884 | 3377.3012 | 1536.8642 | 1840.437 |
Avg Daily Profit (%) | 0.3298 | 0.2026 | 0.1272 | 0.1855 | 0.1461 | 0.155 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90113 | -57303 | -68695 | -5747759 | -3179435 | -4321814 |
Profit Factor | 1.7139 | 1.9587 | 1.5075 | 1.1592 | 1.1583 | 1.1598 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Losing Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Profitability (%) | 58.3784 | 58.6957 | 58.0645 | 58.3784 | 58.6957 | 58.0645 |
Ratio Avg Win / Avg Loss | 1.2219 | 1.3784 | 1.0887 | 0.8264 | 0.8151 | 0.8377 |
Largest Winning Trade | 76752 | 76752 | 58037 | 2247990 | 931052 | 2247990 |
Largest Losing Trade | -43039 | -43039 | -42809 | -2119079 | -1820425 | -2119079 |
Avg Bars in Trades | 39 | 29 | 50 | 39 | 29 | 50 |
Avg Bars in Winners | 40 | 23 | 57 | 40 | 23 | 57 |
Avg Bars in Losers | 39 | 37 | 41 | 39 | 37 | 41 |
Bars Traded | 7386 | 2682 | 4704 | 7386 | 2682 | 4704 |
Profit Streak | 0 | 60.4326 | 0 | 0 | 60.4326 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 480208 | 443728 | -21092 | -37155 | -43550 | -37967 |
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{ "first_band": { "type": "dcm", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 189, "offset": 0 } } }
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# | 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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