Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258935.2427 | 119311.092 | 139624.1507 | 68581.261 | 57554.5375 | 11026.7235 |
Total P&L (%) | 258.9352 | 119.3111 | 139.6242 | 68.5813 | 57.5545 | 11.0267 |
Avg Daily Profit (%) | 0.1615 | 0.0744 | 0.0871 | 0.0326 | 0.0284 | 0.0065 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126694 | -81864 | -53858 | -508158 | -285983 | -230873 |
Profit Factor | 1.3237 | 1.2912 | 1.3579 | 1.0405 | 1.0679 | 1.0131 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 89 | 38 | 51 | 89 | 38 | 51 |
Losing Trades | 100 | 57 | 43 | 100 | 57 | 43 |
Profitability (%) | 47.0899 | 40 | 54.2553 | 47.0899 | 40 | 54.2553 |
Ratio Avg Win / Avg Loss | 1.4873 | 1.9368 | 1.1449 | 1.1691 | 1.6019 | 0.8542 |
Largest Winning Trade | 150222 | 150222 | 56560 | 177538 | 177538 | 127211 |
Largest Losing Trade | -45222 | -27263 | -45222 | -84559 | -68223 | -84559 |
Avg Bars in Trades | 98 | 81 | 115 | 98 | 81 | 115 |
Avg Bars in Winners | 127 | 92 | 153 | 127 | 92 | 153 |
Avg Bars in Losers | 71 | 73 | 70 | 71 | 73 | 70 |
Bars Traded | 18544 | 7697 | 10847 | 18544 | 7697 | 10847 |
Profit Streak | 14.0782 | 14.0782 | 51.3282 | 14.0782 | 14.0782 | 51.3282 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304381 | -96008 | -74983 | -324447 | -304130 | -524526 |
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{ "first_band": { "type": "dcm", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 99, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 99, "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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