Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 895976.8012 | 960034.2019 | -64057.4007 | -59712.2064 | 545446.0525 | -605158.2589 |
Total P&L (%) | 895.9768 | 960.0342 | -64.0574 | -59.7122 | 545.4461 | -605.1583 |
Avg Daily Profit (%) | 0.4825 | 0.517 | -0.0345 | -0.0489 | 0.1005 | 0 |
Buy And Hold Return (%) | 188.8184 | 188.8184 | 188.8184 | 188.8184 | 188.8184 | 188.8184 |
Max Trade Drawdown | -263361 | -104490 | -241785 | -3064171 | -1432236 | -2292862 |
Profit Factor | 2.2571 | 4.066 | 0.8397 | 0.9912 | 1.2175 | 0.8586 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 49.1803 | 48.3871 | 50 | 49.1803 | 48.3871 | 50 |
Ratio Avg Win / Avg Loss | 2.3323 | 4.337 | 0.8397 | 1.0242 | 1.2987 | 0.8586 |
Largest Winning Trade | 890536 | 890536 | 70660 | 1306513 | 1306513 | 981453 |
Largest Losing Trade | -71883 | -48920 | -71883 | -1373774 | -464025 | -1373774 |
Avg Bars in Trades | 112 | 109 | 117 | 112 | 109 | 117 |
Avg Bars in Winners | 134 | 112 | 155 | 134 | 112 | 155 |
Avg Bars in Losers | 92 | 105 | 78 | 92 | 105 | 78 |
Bars Traded | 6892 | 3381 | 3511 | 6892 | 3381 | 3511 |
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 | -153129 | 572858 | -580825 | -745429 | -62728 | -580825 |
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{ "first_band": { "type": "dcm", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 228, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 228, "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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