Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296323.7606 | 251671.6756 | 44652.085 | -158136.6212 | 44025.6535 | -202162.2746 |
Total P&L (%) | 296.3238 | 251.6717 | 44.6521 | -158.1366 | 44.0257 | -202.1623 |
Avg Daily Profit (%) | 0.1558 | 0.1323 | 0.0235 | 0 | 0.0192 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165154 | -82165 | -252700 | -556741 | -204886 | -519558 |
Profit Factor | 1.3307 | 1.7409 | 1.0803 | 0.8712 | 1.1015 | 0.7453 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 70 | 37 | 33 | 53 | 31 | 22 |
Losing Trades | 54 | 25 | 29 | 71 | 31 | 40 |
Profitability (%) | 56.4516 | 59.6774 | 53.2258 | 42.7419 | 50 | 35.4839 |
Ratio Avg Win / Avg Loss | 1.0265 | 1.1763 | 0.9493 | 1.167 | 1.1015 | 1.3551 |
Largest Winning Trade | 82156 | 82156 | 58446 | 187841 | 78181 | 187841 |
Largest Losing Trade | -121918 | -44047 | -121918 | -170180 | -91398 | -170180 |
Avg Bars in Trades | 44 | 25 | 63 | 44 | 25 | 63 |
Avg Bars in Winners | 41 | 20 | 64 | 43 | 24 | 69 |
Avg Bars in Losers | 47 | 31 | 61 | 44 | 25 | 59 |
Bars Traded | 5470 | 1561 | 3909 | 5470 | 1561 | 3909 |
Profit Streak | 0 | 0 | 0 | 532.5968 | 580.5968 | 532.5968 |
Trades During Streak | 0 | 0 | 0 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312470 | -166869 | -450989 | -580269 | -430497 | -738630 |
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{ "first_band": { "type": "dcm", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 159, "offset": 1 } } }
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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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