Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247145.7628 | 187642.1956 | 59503.5671 | 30069.3075 | 23703.5756 | 6365.7319 |
Total P&L (%) | 247.1458 | 187.6422 | 59.5036 | 30.0693 | 23.7036 | 6.3657 |
Avg Daily Profit (%) | 0.1727 | 0.1311 | 0.0416 | 0.0184 | 0.0149 | 0.0043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158104 | -71465 | -122112 | -180847 | -100279 | -124521 |
Profit Factor | 1.3282 | 1.5351 | 1.1479 | 1.0404 | 1.0617 | 1.0177 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 85 | 39 | 46 | 85 | 39 | 46 |
Losing Trades | 70 | 38 | 32 | 70 | 38 | 32 |
Profitability (%) | 54.8387 | 50.6494 | 58.9744 | 54.8387 | 50.6494 | 58.9744 |
Ratio Avg Win / Avg Loss | 1.0938 | 1.4958 | 0.7985 | 0.8568 | 1.0344 | 0.708 |
Largest Winning Trade | 64720 | 64720 | 49485 | 57236 | 57236 | 39595 |
Largest Losing Trade | -65127 | -42452 | -65127 | -72527 | -72246 | -72527 |
Avg Bars in Trades | 54 | 43 | 65 | 54 | 43 | 65 |
Avg Bars in Winners | 58 | 46 | 68 | 58 | 46 | 68 |
Avg Bars in Losers | 49 | 39 | 60 | 49 | 39 | 60 |
Bars Traded | 8418 | 3321 | 5096 | 8418 | 3321 | 5096 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326995 | -58364 | -230609 | -347722 | -371981 | -588577 |
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{ "first_band": { "type": "dcm", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 123, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 123, "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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