Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1103879.3776 | 931953.2378 | 171926.1398 | 24370427.1832 | -13175978.6854 | 37546405.8686 |
Total P&L (%) | 1103.8794 | 931.9532 | 171.9261 | 24370.4272 | -13175.9787 | 37546.4059 |
Avg Daily Profit (%) | 0.6127 | 0.5173 | 0.0954 | 0.3057 | 0 | 0.3297 |
Buy And Hold Return (%) | 80.2717 | 80.2717 | 80.2717 | 80.2717 | 80.2717 | 80.2717 |
Max Trade Drawdown | -80496 | -78746 | -37326 | -53879166 | -53169923 | -16871189 |
Profit Factor | 3.6376 | 5.0974 | 1.8999 | 1.165 | 0.8649 | 1.7477 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 57.3529 | 50 | 64.7059 | 57.3529 | 50 | 64.7059 |
Ratio Avg Win / Avg Loss | 2.7049 | 5.0974 | 1.0363 | 0.8663 | 0.8649 | 0.9533 |
Largest Winning Trade | 325467 | 325467 | 64984 | 34447343 | 34447343 | 20039509 |
Largest Losing Trade | -36137 | -26735 | -36137 | -20946874 | -20946874 | -11169586 |
Avg Bars in Trades | 75 | 50 | 101 | 75 | 50 | 101 |
Avg Bars in Winners | 96 | 52 | 130 | 96 | 52 | 130 |
Avg Bars in Losers | 46 | 47 | 46 | 46 | 47 | 46 |
Bars Traded | 5139 | 1704 | 3435 | 5139 | 1704 | 3435 |
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 | -94185 | 669550 | -67130 | -144345 | -580795 | 416562 |
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{ "first_band": { "type": "dcm", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 68, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 68, "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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