Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 146097.7657 | 99434.2614 | 46663.5043 | 199228.0454 | 187057.271 | 12170.7744 |
Total P&L (%) | 146.0978 | 99.4343 | 46.6635 | 199.228 | 187.0573 | 12.1708 |
Avg Daily Profit (%) | 0.561 | 0.3818 | 0.1792 | 0.4218 | 0.4057 | 0.0441 |
Buy And Hold Return (%) | 34.4009 | 34.4009 | 34.4009 | 34.4009 | 34.4009 | 34.4009 |
Max Trade Drawdown | -46101 | -33998 | -37105 | -189924 | -55181 | -160921 |
Profit Factor | 1.4214 | 1.619 | 1.2508 | 1.2558 | 1.6083 | 1.0258 |
Total Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Winning Trades | 122 | 60 | 62 | 122 | 60 | 62 |
Losing Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Profitability (%) | 59.5122 | 58.8235 | 60.1942 | 59.5122 | 58.8235 | 60.1942 |
Ratio Avg Win / Avg Loss | 0.967 | 1.1333 | 0.8271 | 0.8543 | 1.1258 | 0.6784 |
Largest Winning Trade | 13851 | 13320 | 13851 | 37510 | 27569 | 37510 |
Largest Losing Trade | -37105 | -17490 | -37105 | -160921 | -51673 | -160921 |
Avg Bars in Trades | 120 | 119 | 120 | 120 | 119 | 120 |
Avg Bars in Winners | 101 | 99 | 103 | 101 | 99 | 103 |
Avg Bars in Losers | 147 | 147 | 147 | 147 | 147 | 147 |
Bars Traded | 24635 | 12174 | 12461 | 24635 | 12174 | 12461 |
Profit Streak | 4.2727 | 6.5435 | 4.2727 | 4.2727 | 6.5435 | 4.2727 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350825 | 324626 | -49175 | 314634 | 409249 | -493417 |
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{ "first_band": { "type": "hma", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 218, "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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