Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1291351.8572 | 1228328.5932 | 63023.264 | 31388496.0115 | 40555553.6382 | -9167057.6267 |
Total P&L (%) | 1291.3519 | 1228.3286 | 63.0233 | 31388.496 | 40555.5536 | -9167.0576 |
Avg Daily Profit (%) | 0.6913 | 0.6575 | 0.0337 | 0.3084 | 0.3221 | 0 |
Buy And Hold Return (%) | 5978.853 | 5978.853 | 5978.853 | 5978.853 | 5978.853 | 5978.853 |
Max Trade Drawdown | -103108 | -79425 | -85385 | -15979640 | -9519580 | -15058607 |
Profit Factor | 2.5128 | 3.763 | 1.1541 | 1.288 | 1.7286 | 0.8281 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Losing Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Profitability (%) | 43.0435 | 42.6087 | 43.4783 | 43.0435 | 42.6087 | 43.4783 |
Ratio Avg Win / Avg Loss | 3.3251 | 5.0685 | 1.5003 | 1.7043 | 2.3283 | 1.0765 |
Largest Winning Trade | 449486 | 449486 | 67057 | 13791816 | 13791816 | 10803788 |
Largest Losing Trade | -25152 | -25152 | -19415 | -7001993 | -7001993 | -6017140 |
Avg Bars in Trades | 95 | 99 | 92 | 95 | 99 | 92 |
Avg Bars in Winners | 153 | 155 | 152 | 153 | 155 | 152 |
Avg Bars in Losers | 52 | 58 | 45 | 52 | 58 | 45 |
Bars Traded | 22050 | 11459 | 10591 | 22050 | 11459 | 10591 |
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 | -150252 | -150064 | -366315 | 267030 | 327258 | -581895 |
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{ "first_band": { "type": "dcm", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 67, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 67, "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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