Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 876367.1462 | 816189.4768 | 60177.6694 | 1417302.7282 | 1836779.5831 | -419476.8549 |
Total P&L (%) | 876.3671 | 816.1895 | 60.1777 | 1417.3027 | 1836.7796 | -419.4769 |
Avg Daily Profit (%) | 0.4827 | 0.4496 | 0.0331 | 0.1499 | 0.1634 | 0 |
Buy And Hold Return (%) | 254.5696 | 254.5696 | 254.5696 | 254.5696 | 254.5696 | 254.5696 |
Max Trade Drawdown | -117451 | -52252 | -70330 | -2703458 | -1392929 | -1630037 |
Profit Factor | 2.5832 | 3.8327 | 1.2267 | 1.2227 | 1.5876 | 0.8705 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 49.3333 | 47.3684 | 51.3514 | 49.3333 | 47.3684 | 51.3514 |
Ratio Avg Win / Avg Loss | 2.653 | 4.2586 | 1.1622 | 1.2557 | 1.764 | 0.8247 |
Largest Winning Trade | 357206 | 357206 | 65855 | 1661321 | 1661321 | 865273 |
Largest Losing Trade | -45806 | -45806 | -45449 | -1537986 | -724667 | -1537986 |
Avg Bars in Trades | 142 | 120 | 164 | 142 | 120 | 164 |
Avg Bars in Winners | 178 | 137 | 216 | 178 | 137 | 216 |
Avg Bars in Losers | 107 | 104 | 109 | 107 | 104 | 109 |
Bars Traded | 10666 | 4567 | 6099 | 10666 | 4567 | 6099 |
Profit Streak | 19.2275 | 43.3942 | 0 | 19.2275 | 43.3942 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -48316 | 494077 | -314571 | -54835 | 367910 | -580597 |
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{ "first_band": { "type": "dcm", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 164, "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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