Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1422424.9471 | 1426447.9748 | -4023.0276 | 772725.5722 | 1813906.618 | -1041181.0458 |
Total P&L (%) | 1422.4249 | 1426.448 | -4.023 | 772.7256 | 1813.9066 | -1041.181 |
Avg Daily Profit (%) | 0.7823 | 0.7845 | -0.0022 | 0.1192 | 0.1625 | 0 |
Buy And Hold Return (%) | 762.5849 | 762.5849 | 762.5849 | 762.5849 | 762.5849 | 762.5849 |
Max Trade Drawdown | -173416 | -101044 | -105817 | -1349548 | -547029 | -1224496 |
Profit Factor | 3.4745 | 5.9754 | 0.986 | 1.17 | 1.8769 | 0.5794 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 35.7143 | 34.2857 | 37.1429 | 35.7143 | 34.2857 | 37.1429 |
Ratio Avg Win / Avg Loss | 6.2541 | 11.4529 | 1.6687 | 2.1061 | 3.5974 | 0.9806 |
Largest Winning Trade | 1017406 | 1017406 | 68609 | 1117516 | 1117516 | 389690 |
Largest Losing Trade | -46100 | -46100 | -41449 | -643891 | -347953 | -643891 |
Avg Bars in Trades | 74 | 61 | 88 | 74 | 61 | 88 |
Avg Bars in Winners | 138 | 111 | 163 | 138 | 111 | 163 |
Avg Bars in Losers | 39 | 35 | 43 | 39 | 35 | 43 |
Bars Traded | 5239 | 2159 | 3080 | 5239 | 2159 | 3080 |
Profit Streak | 0 | 105.0235 | 0 | 0 | 105.0235 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92460 | 310639 | -583009 | -331773 | 63075 | -585787 |
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{ "first_band": { "type": "dcm", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 47, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 47, "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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