Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317422.2217 | 283472.3616 | 33949.86 | -79178.5709 | 426.1371 | -79604.708 |
Total P&L (%) | 317.4222 | 283.4724 | 33.9499 | -79.1786 | 0.4261 | -79.6047 |
Avg Daily Profit (%) | 0.1703 | 0.1521 | 0.0182 | -0.0842 | 0.0002 | -0.0853 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119762 | -68512 | -116593 | -112542 | -48099 | -99798 |
Profit Factor | 1.5359 | 2.0872 | 1.1024 | 0.7643 | 1.0032 | 0.6099 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 49.0196 | 43.1373 | 54.902 | 49.0196 | 43.1373 | 54.902 |
Ratio Avg Win / Avg Loss | 1.5973 | 2.7512 | 0.9055 | 0.7949 | 1.3224 | 0.501 |
Largest Winning Trade | 171248 | 171248 | 53094 | 22791 | 22791 | 18118 |
Largest Losing Trade | -97312 | -23805 | -97312 | -88548 | -17791 | -88548 |
Avg Bars in Trades | 34 | 26 | 43 | 34 | 26 | 43 |
Avg Bars in Winners | 35 | 27 | 41 | 35 | 27 | 41 |
Avg Bars in Losers | 34 | 25 | 45 | 34 | 25 | 45 |
Bars Traded | 3538 | 1331 | 2207 | 3538 | 1331 | 2207 |
Profit Streak | 8.8815 | 0 | 9.8815 | 8.8815 | 0 | 9.8815 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380278 | -171266 | -459590 | -580218 | -757698 | -759533 |
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{ "first_band": { "type": "dcm", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 111, "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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