Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 917850.9891 | 817243.6902 | 100607.2989 | 834653.0472 | 5116362.4219 | -4281709.3747 |
Total P&L (%) | 917.851 | 817.2437 | 100.6073 | 834.653 | 5116.3624 | -4281.7094 |
Avg Daily Profit (%) | 0.3952 | 0.3519 | 0.0433 | 0.0963 | 0.1704 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159096 | -89094 | -190415 | -8701642 | -5587782 | -6024842 |
Profit Factor | 2.1273 | 3.196 | 1.2276 | 1.0259 | 1.3354 | 0.7481 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 61.0526 | 58.3333 | 63.8298 | 61.0526 | 58.3333 | 63.8298 |
Ratio Avg Win / Avg Loss | 1.3571 | 2.2828 | 0.6956 | 0.6544 | 0.9539 | 0.4239 |
Largest Winning Trade | 200548 | 200548 | 79893 | 2592144 | 2592144 | 1556024 |
Largest Losing Trade | -80762 | -43406 | -80762 | -3140369 | -2217813 | -3140369 |
Avg Bars in Trades | 67 | 52 | 82 | 67 | 52 | 82 |
Avg Bars in Winners | 72 | 48 | 94 | 72 | 48 | 94 |
Avg Bars in Losers | 60 | 59 | 60 | 60 | 59 | 60 |
Bars Traded | 6402 | 2543 | 3859 | 6402 | 2543 | 3859 |
Profit Streak | 63.199 | 63.199 | 313.199 | 63.199 | 63.199 | 313.199 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 550828 | 618214 | -133849 | -255072 | 293286 | -577558 |
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{ "first_band": { "type": "dcm", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 159, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 159, "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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