Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1148653.2676 | 903754.4963 | 244898.7713 | 37109907.4646 | 8242885.9041 | 28867021.5604 |
Total P&L (%) | 1148.6533 | 903.7545 | 244.8988 | 37109.9075 | 8242.8859 | 28867.0216 |
Avg Daily Profit (%) | 0.4939 | 0.3886 | 0.1053 | 0.2549 | 0.1904 | 0.2441 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117730 | -81816 | -90097 | -28332104 | -21975794 | -15830585 |
Profit Factor | 2.741 | 3.3234 | 1.9043 | 1.3785 | 1.1265 | 1.8773 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 53.125 | 54.1667 | 52.0833 | 53.125 | 54.1667 | 52.0833 |
Ratio Avg Win / Avg Loss | 2.4185 | 2.8121 | 1.752 | 1.2163 | 0.9532 | 1.7271 |
Largest Winning Trade | 165056 | 165056 | 83683 | 11439835 | 10433370 | 11439835 |
Largest Losing Trade | -50703 | -50703 | -39670 | -9521454 | -9521454 | -6097096 |
Avg Bars in Trades | 89 | 71 | 106 | 89 | 71 | 106 |
Avg Bars in Winners | 111 | 76 | 149 | 111 | 76 | 149 |
Avg Bars in Losers | 63 | 66 | 61 | 63 | 66 | 61 |
Bars Traded | 8577 | 3443 | 5134 | 8577 | 3443 | 5134 |
Profit Streak | 68.1674 | 68.1674 | 90.1674 | 68.1674 | 68.1674 | 90.1674 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 641583 | 618886 | -47458 | 400023 | -73855 | 478668 |
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{ "first_band": { "type": "dcm", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 150, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 150, "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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