Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 450395.1144 | 508791.4003 | -58396.2859 | -85519.8908 | 8224.3114 | -93744.2022 |
Total P&L (%) | 450.3951 | 508.7914 | -58.3963 | -85.5199 | 8.2243 | -93.7442 |
Avg Daily Profit (%) | 0.233 | 0.2633 | -0.0302 | -0.0999 | 0.0041 | -0.1433 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -222934 | -203026 | -133677 | -345356 | -332022 | -222926 |
Profit Factor | 1.6496 | 2.2709 | 0.8007 | 0.8943 | 1.0163 | 0.6918 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 45.3333 | 48.6486 | 42.1053 | 45.3333 | 48.6486 | 42.1053 |
Ratio Avg Win / Avg Loss | 1.9892 | 2.3971 | 1.101 | 1.0784 | 1.0728 | 0.9512 |
Largest Winning Trade | 603794 | 603794 | 31795 | 214833 | 214833 | 78720 |
Largest Losing Trade | -51821 | -51821 | -47455 | -155045 | -131354 | -155045 |
Avg Bars in Trades | 74 | 108 | 40 | 74 | 108 | 40 |
Avg Bars in Winners | 74 | 79 | 67 | 74 | 79 | 67 |
Avg Bars in Losers | 74 | 136 | 21 | 74 | 136 | 21 |
Bars Traded | 5576 | 4024 | 1552 | 5576 | 4024 | 1552 |
Profit Streak | 48.6678 | 63.6678 | 48.6678 | 48.6678 | 63.6678 | 48.6678 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51075 | 465862 | -581606 | -641214 | -555694 | -583272 |
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{ "first_band": { "type": "hma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 142, "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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