Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 882984.5998 | 789041.1975 | 93943.4023 | 4489573.1434 | 4173891.4693 | 315681.6741 |
Total P&L (%) | 882.9846 | 789.0412 | 93.9434 | 4489.5731 | 4173.8915 | 315.6817 |
Avg Daily Profit (%) | 0.3529 | 0.3154 | 0.0375 | 0.1531 | 0.1502 | 0.057 |
Buy And Hold Return (%) | 485.0013 | 485.0013 | 485.0013 | 485.0013 | 485.0013 | 485.0013 |
Max Trade Drawdown | -111575 | -60615 | -113400 | -6279902 | -2622553 | -6551924 |
Profit Factor | 2.5103 | 4.3589 | 1.2686 | 1.2134 | 1.4462 | 1.027 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 52 | 30 | 22 | 52 | 30 | 22 |
Losing Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Profitability (%) | 55.914 | 63.8298 | 47.8261 | 55.914 | 63.8298 | 47.8261 |
Ratio Avg Win / Avg Loss | 1.9793 | 2.47 | 1.384 | 0.9567 | 0.8195 | 1.1204 |
Largest Winning Trade | 363215 | 363215 | 61465 | 3584185 | 3584185 | 1953481 |
Largest Losing Trade | -60615 | -60615 | -47914 | -2865963 | -2580428 | -2865963 |
Avg Bars in Trades | 102 | 85 | 120 | 102 | 85 | 120 |
Avg Bars in Winners | 110 | 74 | 160 | 110 | 74 | 160 |
Avg Bars in Losers | 92 | 104 | 83 | 92 | 104 | 83 |
Bars Traded | 9530 | 4006 | 5524 | 9530 | 4006 | 5524 |
Profit Streak | 0 | 0 | 83.6353 | 0 | 0 | 83.6353 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 254138 | 318459 | -308439 | 235412 | 316670 | -473244 |
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{ "first_band": { "type": "dcm", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 191, "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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