Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 379991.9633 | 344578.3143 | 35413.649 | 37940.8314 | 201397.5882 | -163456.7568 |
Total P&L (%) | 379.992 | 344.5783 | 35.4136 | 37.9408 | 201.3976 | -163.4568 |
Avg Daily Profit (%) | 0.2014 | 0.1827 | 0.0188 | 0.0171 | 0.0585 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145692 | -151749 | -76909 | -279171 | -248216 | -256490 |
Profit Factor | 1.3868 | 1.6974 | 1.0725 | 1.0247 | 1.2716 | 0.7938 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 70 | 30 | 40 | 70 | 30 | 40 |
Losing Trades | 88 | 49 | 39 | 88 | 49 | 39 |
Profitability (%) | 44.3038 | 37.9747 | 50.6329 | 44.3038 | 37.9747 | 50.6329 |
Ratio Avg Win / Avg Loss | 1.7435 | 2.7724 | 1.0457 | 1.2882 | 2.077 | 0.774 |
Largest Winning Trade | 132783 | 132783 | 54864 | 118914 | 118914 | 83801 |
Largest Losing Trade | -50810 | -41536 | -50810 | -153225 | -133695 | -153225 |
Avg Bars in Trades | 47 | 37 | 56 | 47 | 37 | 56 |
Avg Bars in Winners | 62 | 51 | 71 | 62 | 51 | 71 |
Avg Bars in Losers | 34 | 28 | 41 | 34 | 28 | 41 |
Bars Traded | 7428 | 2949 | 4478 | 7428 | 2949 | 4478 |
Profit Streak | 10.2407 | 10.2407 | 16.4907 | 10.2407 | 10.2407 | 16.4907 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326609 | -20287 | -337443 | -366086 | -144762 | -607079 |
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{ "first_band": { "type": "dcm", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 49, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 49, "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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