Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 479689.1662 | 336529.9565 | 143159.2096 | 523199.7456 | 178829.5412 | 344370.2044 |
Total P&L (%) | 479.6892 | 336.53 | 143.1592 | 523.1997 | 178.8295 | 344.3702 |
Avg Daily Profit (%) | 0.2303 | 0.1616 | 0.0687 | 0.0879 | 0.0492 | 0.0716 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181989 | -138450 | -98059 | -2449070 | -1678017 | -1093611 |
Profit Factor | 1.3643 | 1.4766 | 1.2344 | 1.0441 | 1.0274 | 1.0647 |
Total Trades | 364 | 182 | 182 | 364 | 182 | 182 |
Winning Trades | 158 | 69 | 89 | 158 | 69 | 89 |
Losing Trades | 206 | 113 | 93 | 206 | 113 | 93 |
Profitability (%) | 43.4066 | 37.9121 | 48.9011 | 43.4066 | 37.9121 | 48.9011 |
Ratio Avg Win / Avg Loss | 1.7787 | 2.4182 | 1.2899 | 1.3614 | 1.6825 | 1.1126 |
Largest Winning Trade | 66414 | 66414 | 40455 | 512612 | 475612 | 512612 |
Largest Losing Trade | -33381 | -32232 | -33381 | -495486 | -493101 | -495486 |
Avg Bars in Trades | 67 | 63 | 71 | 67 | 63 | 71 |
Avg Bars in Winners | 90 | 89 | 90 | 90 | 89 | 90 |
Avg Bars in Losers | 50 | 47 | 53 | 50 | 47 | 53 |
Bars Traded | 24663 | 11581 | 13082 | 24663 | 11581 | 13082 |
Profit Streak | 0 | 0 | 19.324 | 0 | 0 | 19.324 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317044 | 189488 | -100946 | -247828 | -320731 | -246113 |
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{ "first_band": { "type": "dcm", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 95, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 95, "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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