Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 469439.6231 | 391091.1319 | 78348.4912 | -51725.0398 | 370623.7535 | -422348.7933 |
Total P&L (%) | 469.4396 | 391.0911 | 78.3485 | -51.725 | 370.6238 | -422.3488 |
Avg Daily Profit (%) | 0.2467 | 0.2056 | 0.0412 | -0.0383 | 0.0814 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126105 | -72112 | -164760 | -429251 | -55671 | -538753 |
Profit Factor | 1.6801 | 2.2735 | 1.2045 | 0.9422 | 2.6788 | 0.3734 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 49.4382 | 48.8889 | 50 | 49.4382 | 48.8889 | 50 |
Ratio Avg Win / Avg Loss | 1.7183 | 2.3768 | 1.2045 | 0.9636 | 2.8005 | 0.3734 |
Largest Winning Trade | 246255 | 246255 | 69940 | 164515 | 164515 | 52066 |
Largest Losing Trade | -93753 | -53138 | -93753 | -411781 | -55671 | -411781 |
Avg Bars in Trades | 41 | 28 | 54 | 41 | 28 | 54 |
Avg Bars in Winners | 48 | 28 | 68 | 48 | 28 | 68 |
Avg Bars in Losers | 34 | 29 | 40 | 34 | 29 | 40 |
Bars Traded | 3691 | 1303 | 2388 | 3691 | 1303 | 2388 |
Profit Streak | 0 | 0 | 569.8837 | 0 | 0 | 569.8837 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404017 | 428698 | -137754 | -580758 | -79189 | -580136 |
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{ "first_band": { "type": "dcm", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 78, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 78, "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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