Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433757.4836 | 346399.3679 | 87358.1157 | 547523.9219 | 366327.6827 | 181196.2392 |
Total P&L (%) | 433.7575 | 346.3994 | 87.3581 | 547.5239 | 366.3277 | 181.1962 |
Avg Daily Profit (%) | 0.2328 | 0.186 | 0.0469 | 0.1003 | 0.0827 | 0.0555 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106189 | -72293 | -134737 | -542271 | -290976 | -364000 |
Profit Factor | 1.723 | 2.334 | 1.2568 | 1.3053 | 1.4319 | 1.1917 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 50.8197 | 49.1803 | 52.459 | 50.8197 | 49.1803 | 52.459 |
Ratio Avg Win / Avg Loss | 1.6675 | 2.4118 | 1.1389 | 1.2631 | 1.4796 | 1.0799 |
Largest Winning Trade | 102628 | 102628 | 59963 | 307542 | 307542 | 260245 |
Largest Losing Trade | -57425 | -48046 | -57425 | -221755 | -184596 | -221755 |
Avg Bars in Trades | 87 | 75 | 100 | 87 | 75 | 100 |
Avg Bars in Winners | 90 | 78 | 102 | 90 | 78 | 102 |
Avg Bars in Losers | 84 | 72 | 97 | 84 | 72 | 97 |
Bars Traded | 10716 | 4589 | 6127 | 10716 | 4589 | 6127 |
Profit Streak | 15.4914 | 29.158 | 15.4914 | 15.4914 | 29.158 | 15.4914 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456071 | -149513 | -291239 | -57003 | -243123 | -289264 |
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{ "first_band": { "type": "dcm", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 203, "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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