Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 749345.6136 | 647627.7308 | 101717.8828 | 2735926.2594 | 2814832.405 | -78906.1456 |
Total P&L (%) | 749.3456 | 647.6277 | 101.7179 | 2735.9263 | 2814.8324 | -78.9061 |
Avg Daily Profit (%) | 0.4135 | 0.3574 | 0.0561 | 0.1848 | 0.1863 | -0.0858 |
Buy And Hold Return (%) | 235.1754 | 235.1754 | 235.1754 | 235.1754 | 235.1754 | 235.1754 |
Max Trade Drawdown | -100258 | -85673 | -62921 | -3196218 | -1356055 | -1926628 |
Profit Factor | 1.9128 | 2.7745 | 1.2231 | 1.2395 | 1.5835 | 0.988 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 87 | 41 | 46 | 87 | 41 | 46 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 57.6159 | 54.6667 | 60.5263 | 57.6159 | 54.6667 | 60.5263 |
Ratio Avg Win / Avg Loss | 1.4071 | 2.3008 | 0.7977 | 0.9119 | 1.3132 | 0.6444 |
Largest Winning Trade | 171703 | 171703 | 71928 | 1244271 | 1244271 | 652218 |
Largest Losing Trade | -66455 | -38829 | -66455 | -1252729 | -751917 | -1252729 |
Avg Bars in Trades | 46 | 38 | 53 | 46 | 38 | 53 |
Avg Bars in Winners | 47 | 37 | 56 | 47 | 37 | 56 |
Avg Bars in Losers | 44 | 39 | 49 | 44 | 39 | 49 |
Bars Traded | 6973 | 2898 | 4075 | 6973 | 2898 | 4075 |
Profit Streak | 15.9617 | 39.2117 | 15.9617 | 15.9617 | 39.2117 | 15.9617 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442321 | -44180 | -333026 | 316937 | -45791 | -628015 |
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{ "first_band": { "type": "dcm", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 134, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 134, "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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