Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1007099.1043 | 931142.2151 | 75956.8892 | 2349103.4425 | 1117278.4879 | 1231824.9546 |
Total P&L (%) | 1007.0991 | 931.1422 | 75.9569 | 2349.1034 | 1117.2785 | 1231.825 |
Avg Daily Profit (%) | 0.5619 | 0.5195 | 0.0424 | 0.1786 | 0.1395 | 0.1446 |
Buy And Hold Return (%) | 277.964 | 277.964 | 277.964 | 277.964 | 277.964 | 277.964 |
Max Trade Drawdown | -97494 | -71116 | -114786 | -3288634 | -3041413 | -1721427 |
Profit Factor | 2.7056 | 4.4485 | 1.237 | 1.1878 | 1.1613 | 1.2207 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 43.4211 | 34.2105 | 52.6316 | 43.4211 | 34.2105 | 52.6316 |
Ratio Avg Win / Avg Loss | 3.5254 | 8.5548 | 1.1133 | 1.5477 | 2.2333 | 1.0986 |
Largest Winning Trade | 382442 | 382442 | 70573 | 2172928 | 2172928 | 1388261 |
Largest Losing Trade | -66051 | -24393 | -66051 | -1620346 | -990660 | -1620346 |
Avg Bars in Trades | 91 | 62 | 119 | 91 | 62 | 119 |
Avg Bars in Winners | 131 | 93 | 156 | 131 | 93 | 156 |
Avg Bars in Losers | 59 | 46 | 78 | 59 | 46 | 78 |
Bars Traded | 6916 | 2376 | 4541 | 6916 | 2376 | 4541 |
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 | -42600 | 332349 | -302022 | -61321 | -56649 | -1518 |
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{ "first_band": { "type": "dcm", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 69, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 69, "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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