Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 573781.4692 | 419744.6876 | 154036.7817 | 1348419.0933 | 1237251.6999 | 111167.3934 |
Total P&L (%) | 573.7815 | 419.7447 | 154.0368 | 1348.4191 | 1237.2517 | 111.1674 |
Avg Daily Profit (%) | 0.3566 | 0.2609 | 0.0957 | 0.1663 | 0.1613 | 0.0465 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118253 | -74163 | -105942 | -928596 | -736062 | -1227947 |
Profit Factor | 1.6949 | 2.0163 | 1.3732 | 1.1986 | 1.3548 | 1.0336 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 61.0778 | 60.7143 | 61.4458 | 61.0778 | 60.7143 | 61.4458 |
Ratio Avg Win / Avg Loss | 1.0801 | 1.3047 | 0.8616 | 0.7638 | 0.8766 | 0.6486 |
Largest Winning Trade | 101018 | 101018 | 62941 | 599565 | 599565 | 348401 |
Largest Losing Trade | -54283 | -38574 | -54283 | -476458 | -398493 | -476458 |
Avg Bars in Trades | 27 | 20 | 34 | 27 | 20 | 34 |
Avg Bars in Winners | 30 | 22 | 39 | 30 | 22 | 39 |
Avg Bars in Losers | 21 | 17 | 26 | 21 | 17 | 26 |
Bars Traded | 4548 | 1702 | 2845 | 4548 | 1702 | 2845 |
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 | 506348 | 449176 | -64866 | 235848 | 290661 | -314600 |
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{ "first_band": { "type": "dcm", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 56, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 56, "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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