Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 167597.1945 | 104769.4399 | 62827.7546 | 222995.879 | 145958.4624 | 77037.4166 |
Total P&L (%) | 167.5972 | 104.7694 | 62.8278 | 222.9959 | 145.9585 | 77.0374 |
Avg Daily Profit (%) | 0.3218 | 0.2012 | 0.1206 | 0.2254 | 0.1729 | 0.1097 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75469 | -60198 | -48218 | -339811 | -279677 | -194971 |
Profit Factor | 1.3218 | 1.4165 | 1.2333 | 1.1277 | 1.1694 | 1.0871 |
Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Winning Trades | 122 | 66 | 56 | 122 | 66 | 56 |
Losing Trades | 166 | 78 | 88 | 166 | 78 | 88 |
Profitability (%) | 42.3611 | 45.8333 | 38.8889 | 42.3611 | 45.8333 | 38.8889 |
Ratio Avg Win / Avg Loss | 1.7985 | 1.674 | 1.9381 | 1.5344 | 1.382 | 1.7083 |
Largest Winning Trade | 36786 | 36786 | 23239 | 87601 | 83898 | 87601 |
Largest Losing Trade | -14043 | -14043 | -10746 | -51788 | -51788 | -36921 |
Avg Bars in Trades | 85 | 82 | 89 | 85 | 82 | 89 |
Avg Bars in Winners | 133 | 128 | 139 | 133 | 128 | 139 |
Avg Bars in Losers | 50 | 43 | 57 | 50 | 43 | 57 |
Bars Traded | 24682 | 11859 | 12823 | 24682 | 11859 | 12823 |
Profit Streak | 3.5125 | 19.5334 | 0 | 3.5125 | 19.5334 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 262339 | 314704 | -36719 | -73794 | -27586 | -175166 |
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{ "first_band": { "type": "dcm", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 70, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 70, "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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