Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 629657.5543 | 594085.8998 | 35571.6545 | 3283456.0498 | 11644262.3904 | -8360806.3406 |
Total P&L (%) | 629.6576 | 594.0859 | 35.5717 | 3283.4561 | 11644.2624 | -8360.8063 |
Avg Daily Profit (%) | 0.3475 | 0.3279 | 0.0196 | 0.1946 | 0.2634 | 0 |
Buy And Hold Return (%) | 1101.81 | 1101.81 | 1101.81 | 1101.81 | 1101.81 | 1101.81 |
Max Trade Drawdown | -164480 | -79192 | -210113 | -9301600 | -2762735 | -11581390 |
Profit Factor | 1.7354 | 2.7879 | 1.0679 | 1.1059 | 1.9638 | 0.5585 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 111 | 66 | 45 | 111 | 66 | 45 |
Losing Trades | 79 | 29 | 50 | 79 | 29 | 50 |
Profitability (%) | 58.4211 | 69.4737 | 47.3684 | 58.4211 | 69.4737 | 47.3684 |
Ratio Avg Win / Avg Loss | 1.2351 | 1.225 | 1.1866 | 0.7871 | 0.8629 | 0.6205 |
Largest Winning Trade | 74901 | 67226 | 74901 | 3309988 | 3309988 | 1210019 |
Largest Losing Trade | -39477 | -37442 | -39477 | -2762735 | -2762735 | -2542075 |
Avg Bars in Trades | 37 | 29 | 44 | 37 | 29 | 44 |
Avg Bars in Winners | 36 | 28 | 47 | 36 | 28 | 47 |
Avg Bars in Losers | 38 | 32 | 42 | 38 | 32 | 42 |
Bars Traded | 7043 | 2806 | 4237 | 7043 | 2806 | 4237 |
Profit Streak | 0 | 0 | 51.8754 | 0 | 0 | 51.8754 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152214 | -149657 | -479008 | -98802 | 443217 | -581538 |
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{ "first_band": { "type": "dcm", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 135, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 135, "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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