Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1002099.6299 | 846587.4281 | 155512.2018 | 2271181.2164 | 1633210.8275 | 637970.389 |
Total P&L (%) | 1002.0996 | 846.5874 | 155.5122 | 2271.1812 | 1633.2108 | 637.9704 |
Avg Daily Profit (%) | 0.4327 | 0.3656 | 0.0672 | 0.1368 | 0.1233 | 0.0863 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144186 | -115505 | -179775 | -10522507 | -9004266 | -3589727 |
Profit Factor | 1.7826 | 2.4209 | 1.2271 | 1.0668 | 1.0946 | 1.0381 |
Total Trades | 277 | 138 | 139 | 277 | 138 | 139 |
Winning Trades | 106 | 52 | 54 | 106 | 52 | 54 |
Losing Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Profitability (%) | 38.2671 | 37.6812 | 38.8489 | 38.2671 | 37.6812 | 38.8489 |
Ratio Avg Win / Avg Loss | 2.8757 | 4.0038 | 1.9316 | 1.721 | 1.8103 | 1.6341 |
Largest Winning Trade | 437401 | 437401 | 68005 | 3735275 | 3735275 | 2826357 |
Largest Losing Trade | -28720 | -16038 | -28720 | -1827703 | -1514904 | -1827703 |
Avg Bars in Trades | 49 | 42 | 57 | 49 | 42 | 57 |
Avg Bars in Winners | 91 | 73 | 108 | 91 | 73 | 108 |
Avg Bars in Losers | 24 | 23 | 24 | 24 | 23 | 24 |
Bars Traded | 13793 | 5825 | 7968 | 13793 | 5825 | 7968 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370568 | 327104 | -107043 | -159038 | -148396 | -259270 |
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{ "first_band": { "type": "dcm", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 31, "offset": 0 } } }
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# | 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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