Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 546896.2971 | 414557.7747 | 132338.5224 | 980642.6006 | 847553.0005 | 133089.6 |
Total P&L (%) | 546.8963 | 414.5578 | 132.3385 | 980.6426 | 847.553 | 133.0896 |
Avg Daily Profit (%) | 0.2875 | 0.2179 | 0.0696 | 0.1252 | 0.1183 | 0.0445 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183211 | -50222 | -150473 | -1001608 | -522013 | -778059 |
Profit Factor | 2.2391 | 3.0039 | 1.5644 | 1.3095 | 1.5388 | 1.0834 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 48.3333 | 46.6667 | 50 | 48.3333 | 46.6667 | 50 |
Ratio Avg Win / Avg Loss | 2.3935 | 3.433 | 1.5644 | 1.3998 | 1.7586 | 1.0834 |
Largest Winning Trade | 181746 | 181746 | 67790 | 584037 | 584037 | 459408 |
Largest Losing Trade | -50669 | -24663 | -50669 | -287829 | -206865 | -287829 |
Avg Bars in Trades | 86 | 57 | 116 | 86 | 57 | 116 |
Avg Bars in Winners | 140 | 78 | 198 | 140 | 78 | 198 |
Avg Bars in Losers | 36 | 38 | 33 | 36 | 38 | 33 |
Bars Traded | 5207 | 1722 | 3485 | 5207 | 1722 | 3485 |
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 | -161100 | 438045 | -97287 | -199469 | -33375 | -262318 |
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{ "first_band": { "type": "dcm", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 46, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 46, "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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