Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1402216.9014 | 1272770.4846 | 129446.4168 | 18048342.747 | 11847613.7826 | 6200728.9644 |
Total P&L (%) | 1402.2169 | 1272.7705 | 129.4464 | 18048.3427 | 11847.6138 | 6200.729 |
Avg Daily Profit (%) | 0.7704 | 0.6993 | 0.0711 | 0.2862 | 0.2632 | 0.2279 |
Buy And Hold Return (%) | 870.0595 | 870.0595 | 870.0595 | 870.0595 | 870.0595 | 870.0595 |
Max Trade Drawdown | -56890 | -61409 | -53221 | -5692958 | -7411281 | -3460639 |
Profit Factor | 4.2551 | 7.1105 | 1.5818 | 1.6032 | 1.73 | 1.4529 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 48.75 | 52.5 | 45 | 48.75 | 52.5 | 45 |
Ratio Avg Win / Avg Loss | 4.4733 | 6.4333 | 1.9334 | 1.6854 | 1.5652 | 1.7758 |
Largest Winning Trade | 812575 | 812575 | 69301 | 4811551 | 4811551 | 3617765 |
Largest Losing Trade | -43343 | -26612 | -43343 | -4181259 | -4181259 | -2957021 |
Avg Bars in Trades | 42 | 48 | 37 | 42 | 48 | 37 |
Avg Bars in Winners | 54 | 56 | 51 | 54 | 56 | 51 |
Avg Bars in Losers | 32 | 38 | 26 | 32 | 38 | 26 |
Bars Traded | 3433 | 1928 | 1505 | 3433 | 1928 | 1505 |
Profit Streak | 0 | 114.3782 | 0 | 0 | 114.3782 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -13579 | 27363 | -262751 | -12454 | 488218 | 305621 |
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{ "first_band": { "type": "hma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 14, "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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