Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 674260.9798 | 478593.8065 | 195667.1734 | 1660912.6564 | -14622.2092 | 1675534.8656 |
Total P&L (%) | 674.261 | 478.5938 | 195.6672 | 1660.9127 | -14.6222 | 1675.5349 |
Avg Daily Profit (%) | 0.3871 | 0.2747 | 0.1123 | 0.1648 | -0.0091 | 0.1653 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95903 | -71450 | -32271 | -1752620 | -1629369 | -693970 |
Profit Factor | 2.5515 | 2.7397 | 2.2269 | 1.3049 | 0.9959 | 1.8841 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 45.5882 | 41.1765 | 50 | 45.5882 | 41.1765 | 50 |
Ratio Avg Win / Avg Loss | 3.0454 | 3.9139 | 2.2269 | 1.5574 | 1.4227 | 1.8841 |
Largest Winning Trade | 343061 | 343061 | 71002 | 1058258 | 601449 | 1058258 |
Largest Losing Trade | -31959 | -31959 | -24265 | -617385 | -617385 | -431583 |
Avg Bars in Trades | 100 | 73 | 127 | 100 | 73 | 127 |
Avg Bars in Winners | 143 | 97 | 181 | 143 | 97 | 181 |
Avg Bars in Losers | 64 | 56 | 73 | 64 | 56 | 73 |
Bars Traded | 6827 | 2490 | 4337 | 6827 | 2490 | 4337 |
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 | -100992 | 361404 | -38821 | -106531 | -582559 | 406806 |
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{ "first_band": { "type": "dcm", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 94, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 94, "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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