Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 668778.5021 | 571368.3254 | 97410.1767 | 456045.9058 | -10774.9758 | 466820.8815 |
Total P&L (%) | 668.7785 | 571.3683 | 97.4102 | 456.0459 | -10.775 | 466.8209 |
Avg Daily Profit (%) | 0.4168 | 0.3561 | 0.0607 | 0.107 | -0.0071 | 0.1082 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125201 | -112527 | -94199 | -898259 | -768243 | -333032 |
Profit Factor | 1.8188 | 2.2182 | 1.2801 | 1.1264 | 0.9952 | 1.3412 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 58 | 23 | 35 | 58 | 23 | 35 |
Losing Trades | 75 | 43 | 32 | 75 | 43 | 32 |
Profitability (%) | 43.609 | 34.8485 | 52.2388 | 43.609 | 34.8485 | 52.2388 |
Ratio Avg Win / Avg Loss | 2.3518 | 4.147 | 1.1704 | 1.4565 | 1.8606 | 1.2263 |
Largest Winning Trade | 340558 | 340558 | 34779 | 419682 | 419682 | 213556 |
Largest Losing Trade | -37604 | -35314 | -37604 | -235855 | -235855 | -195904 |
Avg Bars in Trades | 23 | 24 | 21 | 23 | 24 | 21 |
Avg Bars in Winners | 36 | 39 | 33 | 36 | 39 | 33 |
Avg Bars in Losers | 13 | 16 | 8 | 13 | 16 | 8 |
Bars Traded | 3079 | 1619 | 1460 | 3079 | 1619 | 1460 |
Profit Streak | 49.8425 | 49.8425 | 55.8425 | 49.8425 | 49.8425 | 55.8425 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 464501 | -115914 | -227026 | -132102 | -707508 | -163355 |
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{ "first_band": { "type": "hma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 4, "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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