Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527429.0224 | 433877.5867 | 93551.4357 | 725751.5379 | 317717.5067 | 408034.0312 |
Total P&L (%) | 527.429 | 433.8776 | 93.5514 | 725.7515 | 317.7175 | 408.034 |
Avg Daily Profit (%) | 0.2831 | 0.2329 | 0.0502 | 0.1134 | 0.0768 | 0.0873 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96127 | -48750 | -93303 | -322699 | -262243 | -202284 |
Profit Factor | 2.5366 | 3.689 | 1.5143 | 1.4926 | 1.4388 | 1.5446 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 47.7612 | 48.4848 | 47.0588 | 47.7612 | 48.4848 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.7745 | 3.9196 | 1.7036 | 1.6325 | 1.5288 | 1.7376 |
Largest Winning Trade | 334211 | 334211 | 61905 | 301006 | 286231 | 301006 |
Largest Losing Trade | -42814 | -42814 | -27473 | -190863 | -118891 | -190863 |
Avg Bars in Trades | 161 | 134 | 187 | 161 | 134 | 187 |
Avg Bars in Winners | 254 | 193 | 316 | 254 | 193 | 316 |
Avg Bars in Losers | 75 | 78 | 73 | 75 | 78 | 73 |
Bars Traded | 10812 | 4426 | 6386 | 10812 | 4426 | 6386 |
Profit Streak | 35.638 | 0 | 69.4714 | 35.638 | 0 | 69.4714 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108021 | 508389 | -123944 | -160432 | -89010 | -74331 |
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{ "first_band": { "type": "dcm", "factors": { "length": 22, "offset": 212 } }, "second_band": { "type": "hma", "factors": { "length": 172, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 22, "offset": 212 } }, "second_band": { "type": "hma", "factors": { "length": 172, "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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