Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1306538.7852 | 1250479.511 | 56059.2741 | 30164978.3293 | 24987174.4109 | 5177803.9184 |
Total P&L (%) | 1306.5388 | 1250.4795 | 56.0593 | 30164.9783 | 24987.1744 | 5177.8039 |
Avg Daily Profit (%) | 0.5773 | 0.5526 | 0.0248 | 0.2528 | 0.2444 | 0.1754 |
Buy And Hold Return (%) | 10988.7144 | 10988.7144 | 10988.7144 | 10988.7144 | 10988.7144 | 10988.7144 |
Max Trade Drawdown | -97482 | -74740 | -119681 | -11839997 | -9177555 | -10193811 |
Profit Factor | 3.8756 | 7.9706 | 1.2039 | 1.8313 | 2.4253 | 1.2761 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 53.3333 | 54.0541 | 52.6316 | 53.3333 | 54.0541 | 52.6316 |
Ratio Avg Win / Avg Loss | 3.3912 | 6.775 | 1.0835 | 1.6024 | 2.0615 | 1.1485 |
Largest Winning Trade | 341633 | 341633 | 44513 | 18723767 | 18723767 | 10762513 |
Largest Losing Trade | -53865 | -29384 | -53865 | -6967103 | -5128347 | -6967103 |
Avg Bars in Trades | 56 | 59 | 53 | 56 | 59 | 53 |
Avg Bars in Winners | 84 | 90 | 77 | 84 | 90 | 77 |
Avg Bars in Losers | 25 | 24 | 26 | 25 | 24 | 26 |
Bars Traded | 4243 | 2216 | 2027 | 4243 | 2216 | 2027 |
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 | -208389 | -145667 | -325704 | -52219 | 306236 | -157658 |
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{ "first_band": { "type": "hma", "factors": { "length": 211, "offset": 12 } }, "second_band": { "type": "dcm", "factors": { "length": 18, "offset": 0 } } }
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{ "first_band": { "type": "hma", "factors": { "length": 211, "offset": 12 } }, "second_band": { "type": "dcm", "factors": { "length": 18, "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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