Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 251209.2013 | 179664.7088 | 71544.4925 | 573457.9188 | 412554.6778 | 160903.241 |
Total P&L (%) | 251.2092 | 179.6647 | 71.5445 | 573.4579 | 412.5547 | 160.9032 |
Avg Daily Profit (%) | 0.4823 | 0.345 | 0.1374 | 0.3669 | 0.3143 | 0.1843 |
Buy And Hold Return (%) | 47.4347 | 47.4347 | 47.4347 | 47.4347 | 47.4347 | 47.4347 |
Max Trade Drawdown | -36028 | -36794 | -35042 | -240779 | -223061 | -257660 |
Profit Factor | 1.5621 | 1.8693 | 1.2978 | 1.2685 | 1.4302 | 1.1368 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 120 | 56 | 64 | 120 | 56 | 64 |
Losing Trades | 126 | 67 | 59 | 126 | 67 | 59 |
Profitability (%) | 48.7805 | 45.5285 | 52.0325 | 48.7805 | 45.5285 | 52.0325 |
Ratio Avg Win / Avg Loss | 1.6402 | 2.2365 | 1.1964 | 1.332 | 1.7111 | 1.048 |
Largest Winning Trade | 47407 | 47407 | 25373 | 176678 | 176678 | 133051 |
Largest Losing Trade | -19748 | -9091 | -19748 | -125889 | -63360 | -125889 |
Avg Bars in Trades | 100 | 99 | 101 | 100 | 99 | 101 |
Avg Bars in Winners | 121 | 124 | 118 | 121 | 124 | 118 |
Avg Bars in Losers | 80 | 79 | 82 | 80 | 79 | 82 |
Bars Traded | 24731 | 12251 | 12480 | 24731 | 12251 | 12480 |
Profit Streak | 3.4462 | 3.4462 | 5.0921 | 3.4462 | 3.4462 | 5.0921 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419883 | 242325 | -19565 | 335675 | 263607 | -65169 |
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{ "first_band": { "type": "dcm", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 188, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 188, "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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