Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6942150.3486 | 7080468.3287 | -138317.98 | -36684.0466 | 1073814.4837 | -1110498.5302 |
Total P&L (%) | 6942.1503 | 7080.4683 | -138.318 | -36.684 | 1073.8145 | -1110.4985 |
Avg Daily Profit (%) | 2.9189 | 2.9771 | -0.0582 | -0.0192 | 0.1036 | 0 |
Buy And Hold Return (%) | 381.0298 | 381.0298 | 381.0298 | 381.0298 | 381.0298 | 381.0298 |
Max Trade Drawdown | -276807 | -223604 | -129516 | -3530154 | -2508526 | -1237409 |
Profit Factor | 11.767 | 20.3266 | 0.5032 | 0.9915 | 1.3973 | 0.3043 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 42.1687 | 41.4634 | 42.8571 | 42.1687 | 41.4634 | 42.8571 |
Ratio Avg Win / Avg Loss | 16.1376 | 28.6964 | 0.6709 | 1.3597 | 1.9726 | 0.4057 |
Largest Winning Trade | 7252333 | 7252333 | 25118 | 3544595 | 3544595 | 198378 |
Largest Losing Trade | -63294 | -63294 | -39533 | -1090139 | -1090139 | -724062 |
Avg Bars in Trades | 76 | 138 | 15 | 76 | 138 | 15 |
Avg Bars in Winners | 77 | 145 | 13 | 77 | 145 | 13 |
Avg Bars in Losers | 75 | 133 | 17 | 75 | 133 | 17 |
Bars Traded | 6329 | 5669 | 660 | 6329 | 5669 | 660 |
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 | 691577 | 730801 | -583234 | -583434 | -59014 | -583234 |
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{ "first_band": { "type": "dcl", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 249, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 249, "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) |
---|