Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 536870.7291 | 411914.7892 | 124955.9399 | 32107.5931 | 861502.3407 | -829394.7476 |
Total P&L (%) | 536.8707 | 411.9148 | 124.9559 | 32.1076 | 861.5023 | -829.3947 |
Avg Daily Profit (%) | 0.2823 | 0.2166 | 0.0657 | 0.0146 | 0.1191 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -210647 | -70329 | -176036 | -995014 | -194109 | -1037211 |
Profit Factor | 1.7978 | 2.2312 | 1.3693 | 1.0176 | 2.4983 | 0.3383 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 52.809 | 55.5556 | 50 | 52.809 | 55.5556 | 50 |
Ratio Avg Win / Avg Loss | 1.6066 | 1.785 | 1.3693 | 0.9093 | 1.9986 | 0.3383 |
Largest Winning Trade | 124060 | 124060 | 65718 | 346062 | 346062 | 60913 |
Largest Losing Trade | -93639 | -45226 | -93639 | -496534 | -161653 | -496534 |
Avg Bars in Trades | 82 | 61 | 104 | 82 | 61 | 104 |
Avg Bars in Winners | 101 | 63 | 143 | 101 | 63 | 143 |
Avg Bars in Losers | 62 | 59 | 65 | 62 | 59 | 65 |
Bars Traded | 7383 | 2781 | 4602 | 7383 | 2781 | 4602 |
Profit Streak | 0 | 0 | 580.187 | 0 | 0 | 580.187 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459095 | 460631 | -103685 | -378486 | -28084 | -579760 |
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{ "first_band": { "type": "dcm", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 106, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 106, "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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