Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 183625.0781 | 146074.3799 | 37550.6982 | 223744.3035 | 78767.4958 | 144976.8077 |
Total P&L (%) | 183.6251 | 146.0744 | 37.5507 | 223.7443 | 78.7675 | 144.9768 |
Avg Daily Profit (%) | 0.3526 | 0.2805 | 0.0721 | 0.2258 | 0.1116 | 0.1722 |
Buy And Hold Return (%) | 46.1534 | 46.1534 | 46.1534 | 46.1534 | 46.1534 | 46.1534 |
Max Trade Drawdown | -74512 | -52646 | -56067 | -371548 | -266406 | -221270 |
Profit Factor | 1.2335 | 1.3723 | 1.0953 | 1.0985 | 1.065 | 1.1368 |
Total Trades | 572 | 286 | 286 | 572 | 286 | 286 |
Winning Trades | 301 | 154 | 147 | 301 | 154 | 147 |
Losing Trades | 271 | 132 | 139 | 271 | 132 | 139 |
Profitability (%) | 52.6224 | 53.8462 | 51.3986 | 52.6224 | 53.8462 | 51.3986 |
Ratio Avg Win / Avg Loss | 1.1106 | 1.1762 | 1.0357 | 0.989 | 0.9128 | 1.075 |
Largest Winning Trade | 30237 | 30237 | 27022 | 103884 | 60335 | 103884 |
Largest Losing Trade | -19745 | -19745 | -15326 | -107063 | -107063 | -60286 |
Avg Bars in Trades | 43 | 44 | 42 | 43 | 44 | 42 |
Avg Bars in Winners | 41 | 43 | 39 | 41 | 43 | 39 |
Avg Bars in Losers | 45 | 46 | 44 | 45 | 46 | 44 |
Bars Traded | 24789 | 12763 | 12026 | 24789 | 12763 | 12026 |
Profit Streak | 0 | 0 | 5.1097 | 0 | 0 | 5.1097 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328358 | 242636 | -376861 | -104713 | -202688 | -64349 |
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{ "first_band": { "type": "dcm", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 189, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 189, "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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