Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 751716.9647 | 471494.5199 | 280222.4448 | 4370312.096 | 1823200.7428 | 2547111.3532 |
Total P&L (%) | 751.717 | 471.4945 | 280.2224 | 4370.3121 | 1823.2007 | 2547.1114 |
Avg Daily Profit (%) | 0.507 | 0.318 | 0.189 | 0.2566 | 0.1996 | 0.2212 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79085 | -85219 | -52809 | -5777977 | -5376313 | -2699825 |
Profit Factor | 1.6175 | 1.7401 | 1.4829 | 1.1071 | 1.0858 | 1.1302 |
Total Trades | 401 | 200 | 201 | 401 | 200 | 201 |
Winning Trades | 183 | 78 | 105 | 183 | 78 | 105 |
Losing Trades | 218 | 122 | 96 | 218 | 122 | 96 |
Profitability (%) | 45.6359 | 39 | 52.2388 | 45.6359 | 39 | 52.2388 |
Ratio Avg Win / Avg Loss | 1.9268 | 2.7217 | 1.3558 | 1.3188 | 1.6984 | 1.0333 |
Largest Winning Trade | 272556 | 272556 | 40266 | 2361941 | 2361941 | 1362195 |
Largest Losing Trade | -38758 | -23054 | -38758 | -1579286 | -1579286 | -1165384 |
Avg Bars in Trades | 44 | 36 | 51 | 44 | 36 | 51 |
Avg Bars in Winners | 60 | 48 | 69 | 60 | 48 | 69 |
Avg Bars in Losers | 30 | 29 | 31 | 30 | 29 | 31 |
Bars Traded | 17647 | 7319 | 10328 | 17647 | 7319 | 10328 |
Profit Streak | 12.5536 | 0 | 16.5536 | 12.5536 | 0 | 16.5536 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 530556 | 293115 | 381025 | -93187 | -120748 | -67263 |
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{ "first_band": { "type": "dcm", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 41, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 41, "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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