Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 490596.2005 | 450230.3044 | 40365.8961 | 631873.4284 | 517868.733 | 114004.6955 |
Total P&L (%) | 490.5962 | 450.2303 | 40.3659 | 631.8734 | 517.8687 | 114.0047 |
Avg Daily Profit (%) | 0.3474 | 0.3189 | 0.0286 | 0.1411 | 0.1291 | 0.0539 |
Buy And Hold Return (%) | 56.199 | 56.199 | 56.199 | 56.199 | 56.199 | 56.199 |
Max Trade Drawdown | -99055 | -63456 | -122385 | -1042523 | -699693 | -780070 |
Profit Factor | 2.1097 | 3.0816 | 1.1788 | 1.2135 | 1.315 | 1.0867 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 49.1803 | 51.6129 | 46.6667 | 49.1803 | 51.6129 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.18 | 2.889 | 1.3472 | 1.254 | 1.2328 | 1.2419 |
Largest Winning Trade | 209130 | 209130 | 62274 | 504080 | 405026 | 504080 |
Largest Losing Trade | -48089 | -41776 | -48089 | -496534 | -496534 | -332787 |
Avg Bars in Trades | 65 | 55 | 75 | 65 | 55 | 75 |
Avg Bars in Winners | 73 | 58 | 90 | 73 | 58 | 90 |
Avg Bars in Losers | 56 | 51 | 62 | 56 | 51 | 62 |
Bars Traded | 3966 | 1708 | 2259 | 3966 | 1708 | 2259 |
Profit Streak | 0 | 0 | 554.1978 | 0 | 0 | 554.1978 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153425 | 528969 | -345120 | -171066 | -19969 | -253563 |
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{ "first_band": { "type": "dcm", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 82, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 82, "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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