Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 743624.5132 | 776038.8349 | -32414.3217 | -66243.3099 | 11069.7868 | -77313.0967 |
Total P&L (%) | 743.6245 | 776.0388 | -32.4143 | -66.2433 | 11.0698 | -77.3131 |
Avg Daily Profit (%) | 0.4664 | 0.4868 | -0.0203 | -0.0681 | 0.0066 | -0.093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -223904 | -194323 | -69699 | -560944 | -559790 | -130493 |
Profit Factor | 2.2732 | 2.8089 | 0.791 | 0.9435 | 1.0125 | 0.7301 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 44.6154 | 34.375 | 54.5455 | 44.6154 | 34.375 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.8219 | 5.3625 | 0.6591 | 1.1713 | 1.9329 | 0.6084 |
Largest Winning Trade | 659762 | 659762 | 18889 | 481210 | 481210 | 43740 |
Largest Losing Trade | -47572 | -47572 | -22995 | -228096 | -228096 | -63601 |
Avg Bars in Trades | 94 | 175 | 15 | 94 | 175 | 15 |
Avg Bars in Winners | 90 | 218 | 11 | 90 | 218 | 11 |
Avg Bars in Losers | 97 | 152 | 20 | 97 | 152 | 20 |
Bars Traded | 6132 | 5614 | 518 | 6132 | 5614 | 518 |
Profit Streak | 78.4002 | 84.1502 | 78.4002 | 78.4002 | 84.1502 | 78.4002 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122765 | 370780 | -579377 | -716519 | -527756 | -579377 |
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{ "first_band": { "type": "dcl", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 155, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 155, "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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