Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1587792.7493 | 1504497.3145 | 83295.4348 | 4700644.1127 | 2798644.4533 | 1901999.6594 |
Total P&L (%) | 1587.7927 | 1504.4973 | 83.2954 | 4700.6441 | 2798.6445 | 1901.9997 |
Avg Daily Profit (%) | 0.6706 | 0.6354 | 0.0352 | 0.1636 | 0.1423 | 0.1266 |
Buy And Hold Return (%) | 452.9779 | 452.9779 | 452.9779 | 452.9779 | 452.9779 | 452.9779 |
Max Trade Drawdown | -111183 | -112070 | -62565 | -3776300 | -2925199 | -1740124 |
Profit Factor | 4.0127 | 6.8231 | 1.31 | 1.3803 | 1.421 | 1.3329 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 43.9024 | 39.0244 | 48.7805 | 43.9024 | 39.0244 | 48.7805 |
Ratio Avg Win / Avg Loss | 5.1273 | 10.6611 | 1.3755 | 1.7637 | 2.2203 | 1.3996 |
Largest Winning Trade | 1215318 | 1215318 | 60243 | 3706485 | 3706485 | 2422507 |
Largest Losing Trade | -29537 | -21154 | -29537 | -1316413 | -1316413 | -892284 |
Avg Bars in Trades | 83 | 62 | 103 | 83 | 62 | 103 |
Avg Bars in Winners | 120 | 102 | 135 | 120 | 102 | 135 |
Avg Bars in Losers | 53 | 37 | 73 | 53 | 37 | 73 |
Bars Traded | 6829 | 2572 | 4257 | 6829 | 2572 | 4257 |
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 | 191525 | 476267 | -311970 | -1736 | -5500 | -25723 |
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{ "first_band": { "type": "dcm", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 71, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 159, "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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