Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360161.7451 | 201415.1863 | 158746.5587 | 420530.4033 | 246553.7726 | 173976.6307 |
Total P&L (%) | 360.1617 | 201.4152 | 158.7466 | 420.5304 | 246.5538 | 173.9766 |
Avg Daily Profit (%) | 0.1837 | 0.1027 | 0.081 | 0.0842 | 0.0634 | 0.0514 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84365 | -109082 | -81982 | -158121 | -167059 | -127170 |
Profit Factor | 1.3056 | 1.3181 | 1.291 | 1.2382 | 1.2572 | 1.2156 |
Total Trades | 453 | 227 | 226 | 453 | 227 | 226 |
Winning Trades | 216 | 100 | 116 | 216 | 100 | 116 |
Losing Trades | 237 | 127 | 110 | 237 | 127 | 110 |
Profitability (%) | 47.6821 | 44.0529 | 51.3274 | 47.6821 | 44.0529 | 51.3274 |
Ratio Avg Win / Avg Loss | 1.4325 | 1.674 | 1.2243 | 1.3586 | 1.5967 | 1.1527 |
Largest Winning Trade | 91604 | 91604 | 30836 | 100890 | 100890 | 56044 |
Largest Losing Trade | -25239 | -19288 | -25239 | -41599 | -40452 | -41599 |
Avg Bars in Trades | 51 | 52 | 50 | 51 | 52 | 50 |
Avg Bars in Winners | 67 | 70 | 63 | 67 | 70 | 63 |
Avg Bars in Losers | 37 | 38 | 35 | 37 | 38 | 35 |
Bars Traded | 23320 | 12009 | 11311 | 23320 | 12009 | 11311 |
Profit Streak | 0 | 0 | 185.5752 | 0 | 0 | 185.5752 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326355 | -56234 | -82657 | -79420 | -109021 | -122508 |
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{ "first_band": { "type": "hma", "factors": { "length": 62, "offset": 80 } }, "second_band": { "type": "dcm", "factors": { "length": 115, "offset": 0 } } }
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# | 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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