Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 213303.8273 | 167619.2203 | 45684.607 | 327032.6434 | 255984.6771 | 71047.9663 |
Total P&L (%) | 213.3038 | 167.6192 | 45.6846 | 327.0326 | 255.9847 | 71.048 |
Avg Daily Profit (%) | 0.4095 | 0.3218 | 0.0877 | 0.2791 | 0.2441 | 0.1031 |
Buy And Hold Return (%) | 56.419 | 56.419 | 56.419 | 56.419 | 56.419 | 56.419 |
Max Trade Drawdown | -37892 | -39772 | -35160 | -132389 | -145576 | -157415 |
Profit Factor | 1.4879 | 1.8042 | 1.1997 | 1.2713 | 1.4483 | 1.112 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 109 | 53 | 56 | 109 | 53 | 56 |
Losing Trades | 128 | 65 | 63 | 128 | 65 | 63 |
Profitability (%) | 45.9916 | 44.9153 | 47.0588 | 45.9916 | 44.9153 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.7472 | 2.2126 | 1.3497 | 1.4929 | 1.7762 | 1.251 |
Largest Winning Trade | 83612 | 83612 | 26265 | 123211 | 123211 | 78642 |
Largest Losing Trade | -18254 | -15907 | -18254 | -68015 | -68015 | -66964 |
Avg Bars in Trades | 103 | 101 | 105 | 103 | 101 | 105 |
Avg Bars in Winners | 124 | 123 | 125 | 124 | 123 | 125 |
Avg Bars in Losers | 85 | 82 | 88 | 85 | 82 | 88 |
Bars Traded | 24538 | 11932 | 12606 | 24538 | 11932 | 12606 |
Profit Streak | 0 | 12.2504 | 0 | 0 | 12.2504 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304222 | 260846 | -244429 | 234576 | 239486 | -239708 |
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{ "first_band": { "type": "dcm", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 201, "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) |
---|