Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377615.4791 | 330425.3273 | 47190.1518 | 196946.4042 | 399977.7305 | -203031.3264 |
Total P&L (%) | 377.6155 | 330.4253 | 47.1902 | 196.9464 | 399.9777 | -203.0313 |
Avg Daily Profit (%) | 0.1813 | 0.1586 | 0.0227 | 0.0523 | 0.0773 | 0 |
Buy And Hold Return (%) | 17.5103 | 17.5103 | 17.5103 | 17.5103 | 17.5103 | 17.5103 |
Max Trade Drawdown | -150345 | -127595 | -164233 | -618435 | -315681 | -362272 |
Profit Factor | 1.2784 | 1.4993 | 1.068 | 1.059 | 1.233 | 0.875 |
Total Trades | 359 | 179 | 180 | 359 | 179 | 180 |
Winning Trades | 186 | 95 | 91 | 186 | 95 | 91 |
Losing Trades | 173 | 84 | 89 | 173 | 84 | 89 |
Profitability (%) | 51.8106 | 53.0726 | 50.5556 | 51.8106 | 53.0726 | 50.5556 |
Ratio Avg Win / Avg Loss | 1.1891 | 1.3257 | 1.0445 | 0.9849 | 1.0903 | 0.8558 |
Largest Winning Trade | 83217 | 83217 | 43320 | 139108 | 134181 | 139108 |
Largest Losing Trade | -37841 | -29779 | -37841 | -176021 | -176021 | -118668 |
Avg Bars in Trades | 68 | 70 | 66 | 68 | 70 | 66 |
Avg Bars in Winners | 72 | 75 | 69 | 72 | 75 | 69 |
Avg Bars in Losers | 63 | 64 | 62 | 63 | 64 | 62 |
Bars Traded | 24590 | 12625 | 11965 | 24590 | 12625 | 11965 |
Profit Streak | 5.2021 | 30.4521 | 5.2021 | 5.2021 | 30.4521 | 5.2021 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385432 | 372649 | -310579 | -277165 | -88284 | -579606 |
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{ "first_band": { "type": "dcm", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 178, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 178, "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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