Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1182980.7915 | 1171376.0671 | 11604.7244 | 1207629.4187 | 1686076.4662 | -478447.0475 |
Total P&L (%) | 1182.9808 | 1171.3761 | 11.6047 | 1207.6294 | 1686.0765 | -478.447 |
Avg Daily Profit (%) | 0.653 | 0.6466 | 0.0064 | 0.142 | 0.1592 | 0 |
Buy And Hold Return (%) | 461.4714 | 461.4714 | 461.4714 | 461.4714 | 461.4714 | 461.4714 |
Max Trade Drawdown | -184090 | -116998 | -94535 | -1448810 | -1058091 | -730905 |
Profit Factor | 2.7911 | 4.5891 | 1.0347 | 1.1772 | 1.4679 | 0.851 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 40.4255 | 42.5532 | 38.2979 | 40.4255 | 42.5532 | 38.2979 |
Ratio Avg Win / Avg Loss | 4.1132 | 6.1953 | 1.6671 | 1.7348 | 1.9817 | 1.3711 |
Largest Winning Trade | 641311 | 641311 | 75937 | 1425247 | 1425247 | 758155 |
Largest Losing Trade | -47677 | -47677 | -36401 | -525079 | -525079 | -317544 |
Avg Bars in Trades | 113 | 98 | 128 | 113 | 98 | 128 |
Avg Bars in Winners | 182 | 155 | 212 | 182 | 155 | 212 |
Avg Bars in Losers | 66 | 57 | 75 | 66 | 57 | 75 |
Bars Traded | 10680 | 4649 | 6031 | 10680 | 4649 | 6031 |
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 | 369516 | 468430 | -535722 | -34464 | 164364 | -583581 |
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{ "first_band": { "type": "dcm", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 107, "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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