Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 999404.8059 | 781034.9672 | 218369.8386 | 9279907.4786 | 3795032.425 | 5484875.0536 |
Total P&L (%) | 999.4048 | 781.035 | 218.3698 | 9279.9075 | 3795.0324 | 5484.8751 |
Avg Daily Profit (%) | 0.4199 | 0.3281 | 0.0917 | 0.191 | 0.154 | 0.1691 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122749 | -51696 | -89626 | -21775592 | -8918316 | -15299130 |
Profit Factor | 2.9092 | 4.6142 | 1.7105 | 1.1879 | 1.1718 | 1.201 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 50.7246 | 48.5714 | 52.9412 | 50.7246 | 48.5714 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.8261 | 4.8856 | 1.5204 | 1.154 | 1.2407 | 1.0675 |
Largest Winning Trade | 269945 | 269945 | 65337 | 6398202 | 5840670 | 6398202 |
Largest Losing Trade | -51920 | -32835 | -51920 | -11025566 | -8918316 | -11025566 |
Avg Bars in Trades | 99 | 70 | 129 | 99 | 70 | 129 |
Avg Bars in Winners | 143 | 104 | 179 | 143 | 104 | 179 |
Avg Bars in Losers | 54 | 38 | 72 | 54 | 38 | 72 |
Bars Traded | 6864 | 2465 | 4399 | 6864 | 2465 | 4399 |
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 | -90434 | 578864 | -66882 | -111774 | -24478 | 274195 |
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{ "first_band": { "type": "dcm", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 90, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 90, "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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