Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 108140.7526 | 62329.487 | 45811.2656 | 138296.6917 | 94175.9379 | 44120.7539 |
Total P&L (%) | 108.1408 | 62.3295 | 45.8113 | 138.2967 | 94.1759 | 44.1208 |
Avg Daily Profit (%) | 0.7785 | 0.4487 | 0.3298 | 0.6271 | 0.4789 | 0.2635 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32789 | -25572 | -30913 | -54550 | -27712 | -51387 |
Profit Factor | 1.4789 | 1.6051 | 1.373 | 1.4263 | 1.7201 | 1.2278 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Losing Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Profitability (%) | 59.1716 | 59.5238 | 58.8235 | 59.1716 | 59.5238 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.0204 | 1.0914 | 0.9611 | 0.9841 | 1.1697 | 0.8595 |
Largest Winning Trade | 26238 | 26238 | 11408 | 27855 | 27855 | 14896 |
Largest Losing Trade | -18895 | -14239 | -18895 | -30957 | -15262 | -30957 |
Avg Bars in Trades | 76 | 75 | 76 | 76 | 75 | 76 |
Avg Bars in Winners | 69 | 62 | 76 | 69 | 62 | 76 |
Avg Bars in Losers | 85 | 94 | 76 | 85 | 94 | 76 |
Bars Traded | 12848 | 6348 | 6500 | 12848 | 6348 | 6500 |
Profit Streak | 139.8225 | 0 | 139.9058 | 139.8225 | 0 | 139.9058 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 525819 | 380307 | 197810 | 407650 | 415984 | 140043 |
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{ "first_band": { "type": "hma", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 162, "offset": 0 } } }
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{ "first_band": { "type": "hma", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 162, "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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