Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 760033.4164 | 568612.745 | 191420.6714 | 1782405.877 | 398986.036 | 1383419.841 |
Total P&L (%) | 760.0334 | 568.6127 | 191.4207 | 1782.4059 | 398.986 | 1383.4198 |
Avg Daily Profit (%) | 0.3997 | 0.2991 | 0.1007 | 0.1545 | 0.0846 | 0.1419 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76052 | -126359 | -113183 | -1731786 | -2718646 | -1039153 |
Profit Factor | 2.1253 | 2.4932 | 1.6498 | 1.1816 | 1.0631 | 1.3956 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 51.6129 | 51.0638 | 52.1739 | 51.6129 | 51.0638 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.9925 | 2.3893 | 1.5123 | 1.1077 | 1.0189 | 1.2793 |
Largest Winning Trade | 291020 | 291020 | 66229 | 1555083 | 1555083 | 830007 |
Largest Losing Trade | -55820 | -38317 | -55820 | -1169382 | -1169382 | -806136 |
Avg Bars in Trades | 119 | 87 | 150 | 119 | 87 | 150 |
Avg Bars in Winners | 165 | 104 | 227 | 165 | 104 | 227 |
Avg Bars in Losers | 69 | 70 | 67 | 69 | 70 | 67 |
Bars Traded | 11075 | 4130 | 6945 | 11075 | 4130 | 6945 |
Profit Streak | 0 | 0 | 546.5348 | 0 | 0 | 546.5348 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 512786 | 498794 | -54506 | -12672 | -230881 | -1522 |
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{ "first_band": { "type": "dcm", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 138, "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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