Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 881913.1699 | 775245.4105 | 106667.7594 | 5305156.6643 | 4371586.226 | 933570.4383 |
Total P&L (%) | 881.9132 | 775.2454 | 106.6678 | 5305.1567 | 4371.5862 | 933.5704 |
Avg Daily Profit (%) | 0.3518 | 0.3093 | 0.0426 | 0.1593 | 0.1517 | 0.0932 |
Buy And Hold Return (%) | 483.5456 | 483.5456 | 483.5456 | 483.5456 | 483.5456 | 483.5456 |
Max Trade Drawdown | -93622 | -62003 | -104198 | -6992697 | -3725765 | -6980962 |
Profit Factor | 2.6785 | 4.393 | 1.3592 | 1.2068 | 1.3594 | 1.0692 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 56.6265 | 57.1429 | 56.0976 | 56.6265 | 57.1429 | 56.0976 |
Ratio Avg Win / Avg Loss | 2.0516 | 3.2948 | 1.0637 | 0.9244 | 1.0196 | 0.8368 |
Largest Winning Trade | 353819 | 353819 | 58312 | 5015631 | 5015631 | 2215976 |
Largest Losing Trade | -62003 | -62003 | -41769 | -3522133 | -3522133 | -3083884 |
Avg Bars in Trades | 85 | 71 | 99 | 85 | 71 | 99 |
Avg Bars in Winners | 94 | 69 | 120 | 94 | 69 | 120 |
Avg Bars in Losers | 73 | 74 | 72 | 73 | 74 | 72 |
Bars Traded | 7064 | 2989 | 4075 | 7064 | 2989 | 4075 |
Profit Streak | 0 | 0 | 81.284 | 0 | 0 | 81.284 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 214676 | 279246 | -300015 | 184283 | 325487 | -220134 |
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{ "first_band": { "type": "dcm", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 138, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 138, "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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