Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293306.1062 | 38190.6558 | 255115.4505 | 78006.0302 | 12907.5171 | 65098.5131 |
Total P&L (%) | 293.3061 | 38.1907 | 255.1155 | 78.006 | 12.9075 | 65.0985 |
Avg Daily Profit (%) | 0.1912 | 0.0249 | 0.1663 | 0.0376 | 0.0079 | 0.0327 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111971 | -100370 | -117861 | -146049 | -103086 | -135748 |
Profit Factor | 1.469 | 1.1227 | 1.8119 | 1.1487 | 1.0539 | 1.2285 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 86 | 40 | 46 | 86 | 40 | 46 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 65.1515 | 60.6061 | 69.697 | 65.1515 | 60.6061 | 69.697 |
Ratio Avg Win / Avg Loss | 0.7857 | 0.7298 | 0.7878 | 0.6144 | 0.685 | 0.5341 |
Largest Winning Trade | 39295 | 39295 | 36689 | 50215 | 50215 | 26460 |
Largest Losing Trade | -68160 | -62551 | -68160 | -79130 | -54758 | -79130 |
Avg Bars in Trades | 33 | 27 | 38 | 33 | 27 | 38 |
Avg Bars in Winners | 26 | 21 | 30 | 26 | 21 | 30 |
Avg Bars in Losers | 45 | 38 | 55 | 45 | 38 | 55 |
Bars Traded | 4380 | 1844 | 2536 | 4380 | 1844 | 2536 |
Profit Streak | 66.8624 | 113.8624 | 66.8624 | 66.8624 | 113.8624 | 66.8624 |
Trades During Streak | 9 | 7 | 4 | 9 | 7 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393871 | -370235 | -112198 | -197339 | -541546 | -271749 |
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{ "first_band": { "type": "dcm", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 186, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 186, "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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