Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1831481.5185 | 1822346.8 | 9134.7185 | 14470501.6267 | 23001789.6165 | -8531287.9897 |
Total P&L (%) | 1831.4815 | 1822.3468 | 9.1347 | 14470.5016 | 23001.7896 | -8531.288 |
Avg Daily Profit (%) | 0.984 | 0.9791 | 0.0049 | 0.268 | 0.2928 | 0 |
Buy And Hold Return (%) | 8248.3871 | 8248.3871 | 8248.3871 | 8248.3871 | 8248.3871 | 8248.3871 |
Max Trade Drawdown | -85177 | -64916 | -91642 | -16140848 | -4372309 | -14619705 |
Profit Factor | 5.0313 | 9.1118 | 1.0398 | 1.3958 | 2.3632 | 0.5666 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 47.0588 | 52.9412 | 41.1765 | 47.0588 | 52.9412 | 41.1765 |
Ratio Avg Win / Avg Loss | 5.6602 | 8.0994 | 1.4854 | 1.5703 | 2.1006 | 0.8095 |
Largest Winning Trade | 1120817 | 1120817 | 63784 | 20430788 | 20430788 | 2979597 |
Largest Losing Trade | -47463 | -47463 | -35520 | -6614266 | -4372309 | -6614266 |
Avg Bars in Trades | 152 | 150 | 155 | 152 | 150 | 155 |
Avg Bars in Winners | 190 | 196 | 182 | 190 | 196 | 182 |
Avg Bars in Losers | 119 | 98 | 135 | 119 | 98 | 135 |
Bars Traded | 10386 | 5111 | 5275 | 10386 | 5111 | 5275 |
Profit Streak | 0 | 220.3832 | 0 | 0 | 220.3832 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -259555 | -142589 | -532263 | -113048 | 409374 | -584226 |
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{ "first_band": { "type": "dcm", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 248, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 248, "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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