Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381032.2701 | 261104.471 | 119927.799 | 1549818.4648 | 1444578.8566 | 105239.6082 |
Total P&L (%) | 381.0323 | 261.1045 | 119.9278 | 1549.8185 | 1444.5789 | 105.2396 |
Avg Daily Profit (%) | 0.7316 | 0.5013 | 0.2303 | 0.5397 | 0.527 | 0.1381 |
Buy And Hold Return (%) | 38.8357 | 38.8357 | 38.8357 | 38.8357 | 38.8357 | 38.8357 |
Max Trade Drawdown | -67361 | -30031 | -67821 | -588519 | -226473 | -506190 |
Profit Factor | 1.9018 | 2.5207 | 1.4782 | 1.5652 | 2.5522 | 1.0581 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 82 | 42 | 40 | 82 | 42 | 40 |
Losing Trades | 93 | 45 | 48 | 93 | 45 | 48 |
Profitability (%) | 46.8571 | 48.2759 | 45.4545 | 46.8571 | 48.2759 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.1569 | 2.7007 | 1.7738 | 1.7751 | 2.7345 | 1.2697 |
Largest Winning Trade | 59205 | 59205 | 47513 | 589257 | 589257 | 457121 |
Largest Losing Trade | -28437 | -9770 | -28437 | -358638 | -73426 | -358638 |
Avg Bars in Trades | 140 | 132 | 147 | 140 | 132 | 147 |
Avg Bars in Winners | 219 | 197 | 243 | 219 | 197 | 243 |
Avg Bars in Losers | 69 | 72 | 67 | 69 | 72 | 67 |
Bars Traded | 24506 | 11519 | 12987 | 24506 | 11519 | 12987 |
Profit Streak | 0 | 14.4966 | 0 | 0 | 14.4966 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 536432 | 530955 | 161108 | 463751 | 562668 | -171259 |
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{ "first_band": { "type": "dcm", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 71, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 71, "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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