Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2635912.8834 | 2689051.4792 | -53138.5958 | -71787.6443 | 157604.6122 | -229392.2565 |
Total P&L (%) | 2635.9129 | 2689.0515 | -53.1386 | -71.7876 | 157.6046 | -229.3923 |
Avg Daily Profit (%) | 1.1362 | 1.1591 | -0.0229 | -0.0545 | 0.0408 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -252702 | -239344 | -66131 | -921239 | -721401 | -262308 |
Profit Factor | 4.0097 | 4.8269 | 0.6931 | 0.9618 | 1.104 | 0.3686 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 39 | 14 | 25 | 39 | 14 | 25 |
Losing Trades | 62 | 36 | 26 | 62 | 36 | 26 |
Profitability (%) | 38.6139 | 28 | 49.0196 | 38.6139 | 28 | 49.0196 |
Ratio Avg Win / Avg Loss | 6.3744 | 12.4121 | 0.7208 | 1.529 | 2.8388 | 0.3834 |
Largest Winning Trade | 2647782 | 2647782 | 17354 | 865470 | 865470 | 37985 |
Largest Losing Trade | -57968 | -57968 | -17046 | -510871 | -510871 | -134847 |
Avg Bars in Trades | 134 | 255 | 15 | 134 | 255 | 15 |
Avg Bars in Winners | 171 | 456 | 12 | 171 | 456 | 12 |
Avg Bars in Losers | 111 | 178 | 19 | 111 | 178 | 19 |
Bars Traded | 13610 | 12797 | 813 | 13610 | 12797 | 813 |
Profit Streak | 4.562 | 6.7286 | 4.562 | 4.562 | 6.7286 | 4.562 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 616947 | -175092 | -760631 | -581389 | -439681 | -760631 |
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{ "first_band": { "type": "dcl", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 146, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 146, "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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