Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 223024.9108 | 57125.7309 | 165899.1799 | 73190.6129 | 5466.04 | 67724.573 |
Total P&L (%) | 223.0249 | 57.1257 | 165.8992 | 73.1906 | 5.466 | 67.7246 |
Avg Daily Profit (%) | 0.1733 | 0.0444 | 0.1289 | 0.0427 | 0.0041 | 0.0402 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174372 | -84499 | -117562 | -181327 | -78218 | -129028 |
Profit Factor | 1.3661 | 1.23 | 1.4598 | 1.1228 | 1.0235 | 1.1863 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 93 | 43 | 50 | 93 | 43 | 50 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 61.1842 | 56.5789 | 65.7895 | 61.1842 | 56.5789 | 65.7895 |
Ratio Avg Win / Avg Loss | 0.8667 | 0.9439 | 0.7591 | 0.7123 | 0.7855 | 0.6169 |
Largest Winning Trade | 69292 | 28730 | 69292 | 73154 | 25184 | 73154 |
Largest Losing Trade | -59349 | -32897 | -59349 | -59265 | -33830 | -59265 |
Avg Bars in Trades | 49 | 33 | 65 | 49 | 33 | 65 |
Avg Bars in Winners | 40 | 23 | 55 | 40 | 23 | 55 |
Avg Bars in Losers | 63 | 46 | 84 | 63 | 46 | 84 |
Bars Traded | 7532 | 2547 | 4985 | 7532 | 2547 | 4985 |
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 | 304559 | -184828 | -68696 | -220731 | -597713 | -203763 |
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{ "first_band": { "type": "dcm", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 199, "offset": 0, "poles": 2 } } }
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# | 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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