Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293384.8324 | 144170.7028 | 149214.1297 | 300164.2546 | -35981.5673 | 336145.8219 |
Total P&L (%) | 293.3848 | 144.1707 | 149.2141 | 300.1643 | -35.9816 | 336.1458 |
Avg Daily Profit (%) | 0.264 | 0.1297 | 0.1343 | 0.1249 | -0.0401 | 0.1326 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86285 | -60479 | -57163 | -389414 | -265009 | -198421 |
Profit Factor | 1.7058 | 1.5589 | 1.9462 | 1.2443 | 0.9535 | 1.7397 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 58 | 24 | 34 | 58 | 24 | 34 |
Losing Trades | 59 | 35 | 24 | 59 | 35 | 24 |
Profitability (%) | 49.5727 | 40.678 | 58.6207 | 49.5727 | 40.678 | 58.6207 |
Ratio Avg Win / Avg Loss | 1.7352 | 2.2734 | 1.3738 | 1.2658 | 1.3906 | 1.228 |
Largest Winning Trade | 182087 | 182087 | 37898 | 156636 | 153281 | 156636 |
Largest Losing Trade | -31004 | -31004 | -24147 | -92671 | -83238 | -92671 |
Avg Bars in Trades | 111 | 123 | 99 | 111 | 123 | 99 |
Avg Bars in Winners | 121 | 117 | 124 | 121 | 117 | 124 |
Avg Bars in Losers | 101 | 127 | 63 | 101 | 127 | 63 |
Bars Traded | 13051 | 7283 | 5768 | 13051 | 7283 | 5768 |
Profit Streak | 0 | 0 | 33.1578 | 0 | 0 | 33.1578 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415620 | -197641 | -189596 | -26442 | -759694 | -192197 |
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{ "first_band": { "type": "dcm", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 145, "offset": 0 } } }
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# | 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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