Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124155.4021 | 50655.3356 | 73500.0665 | 100844.0949 | 31708.7905 | 69135.3044 |
Total P&L (%) | 124.1554 | 50.6553 | 73.5001 | 100.8441 | 31.7088 | 69.1353 |
Avg Daily Profit (%) | 0.1875 | 0.0765 | 0.111 | 0.1054 | 0.0416 | 0.0794 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79489 | -53506 | -42801 | -138107 | -89513 | -57461 |
Profit Factor | 1.2077 | 1.1813 | 1.2309 | 1.129 | 1.0848 | 1.1696 |
Total Trades | 369 | 184 | 185 | 369 | 184 | 185 |
Winning Trades | 178 | 84 | 94 | 178 | 84 | 94 |
Losing Trades | 191 | 100 | 91 | 191 | 100 | 91 |
Profitability (%) | 48.2385 | 45.6522 | 50.8108 | 48.2385 | 45.6522 | 50.8108 |
Ratio Avg Win / Avg Loss | 1.2959 | 1.4063 | 1.1916 | 1.2115 | 1.2914 | 1.1323 |
Largest Winning Trade | 29575 | 29575 | 26123 | 42626 | 39929 | 42626 |
Largest Losing Trade | -14875 | -14875 | -14162 | -24675 | -24675 | -21208 |
Avg Bars in Trades | 42 | 42 | 42 | 42 | 42 | 42 |
Avg Bars in Winners | 48 | 44 | 52 | 48 | 44 | 52 |
Avg Bars in Losers | 36 | 41 | 32 | 36 | 41 | 32 |
Bars Traded | 15666 | 7825 | 7841 | 15666 | 7825 | 7841 |
Profit Streak | 402.5674 | 0 | 420.1091 | 402.5674 | 0 | 420.1091 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314770 | -114576 | -43765 | -129190 | -268959 | -119581 |
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{ "first_band": { "type": "dcm", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 121, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 121, "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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