Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318573.3161 | 164689.9244 | 153883.3917 | 39946.468 | -122196.64 | 162143.108 |
Total P&L (%) | 318.5733 | 164.6899 | 153.8834 | 39.9465 | -122.1966 | 162.1431 |
Avg Daily Profit (%) | 0.1753 | 0.0906 | 0.0847 | 0.0185 | 0 | 0.0531 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84485 | -70270 | -76413 | -240634 | -205866 | -301362 |
Profit Factor | 1.5194 | 1.583 | 1.4651 | 1.0286 | 0.8198 | 1.2258 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 49 | 29 | 20 | 49 | 29 | 20 |
Profitability (%) | 50.5051 | 42 | 59.1837 | 50.5051 | 42 | 59.1837 |
Ratio Avg Win / Avg Loss | 1.489 | 2.1861 | 1.0104 | 1.008 | 1.132 | 0.8454 |
Largest Winning Trade | 64983 | 64983 | 56109 | 116712 | 84121 | 116712 |
Largest Losing Trade | -81681 | -30320 | -81681 | -165207 | -103482 | -165207 |
Avg Bars in Trades | 52 | 28 | 77 | 52 | 28 | 77 |
Avg Bars in Winners | 62 | 22 | 90 | 62 | 22 | 90 |
Avg Bars in Losers | 43 | 31 | 59 | 43 | 31 | 59 |
Bars Traded | 5219 | 1400 | 3819 | 5219 | 1400 | 3819 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329905 | -251919 | -77505 | -359088 | -762000 | -122818 |
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{ "first_band": { "type": "dcm", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 175, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 175, "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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