Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 881959.9745 | 777737.3913 | 104222.5832 | 1382607.6529 | 3829001.5601 | -2446393.9073 |
Total P&L (%) | 881.96 | 777.7374 | 104.2226 | 1382.6077 | 3829.0016 | -2446.3939 |
Avg Daily Profit (%) | 0.3797 | 0.3348 | 0.0449 | 0.1161 | 0.1582 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144972 | -106538 | -133100 | -17772021 | -10639420 | -9181070 |
Profit Factor | 2.1971 | 3.3424 | 1.2575 | 1.0314 | 1.172 | 0.8879 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 58.2278 | 57.5 | 58.9744 | 58.2278 | 57.5 | 58.9744 |
Ratio Avg Win / Avg Loss | 1.5762 | 2.4705 | 0.8748 | 0.7399 | 0.8662 | 0.6177 |
Largest Winning Trade | 171292 | 171292 | 80054 | 5812813 | 5812813 | 4988914 |
Largest Losing Trade | -68372 | -39278 | -68372 | -9181070 | -5729581 | -9181070 |
Avg Bars in Trades | 107 | 80 | 135 | 107 | 80 | 135 |
Avg Bars in Winners | 103 | 64 | 142 | 103 | 64 | 142 |
Avg Bars in Losers | 113 | 101 | 125 | 113 | 101 | 125 |
Bars Traded | 8496 | 3209 | 5287 | 8496 | 3209 | 5287 |
Profit Streak | 57.8252 | 57.8252 | 79.8252 | 57.8252 | 57.8252 | 79.8252 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -15200 | 617112 | -133085 | -254192 | -23771 | -579036 |
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{ "first_band": { "type": "dcm", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 213, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 213, "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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