Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 757842.5484 | 605047.3875 | 152795.1609 | 1854563.9833 | -105530.0957 | 1960094.0789 |
Total P&L (%) | 757.8425 | 605.0474 | 152.7952 | 1854.564 | -105.5301 | 1960.0941 |
Avg Daily Profit (%) | 0.3216 | 0.2567 | 0.0648 | 0.1262 | 0 | 0.1285 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86609 | -64685 | -129138 | -828084 | -1008630 | -368789 |
Profit Factor | 2.1965 | 2.8182 | 1.5082 | 1.452 | 0.9627 | 2.5422 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 40.3846 | 34.6154 | 46.1538 | 40.3846 | 34.6154 | 46.1538 |
Ratio Avg Win / Avg Loss | 3.2424 | 5.3233 | 1.7596 | 2.1434 | 1.8185 | 2.9658 |
Largest Winning Trade | 266838 | 266838 | 63483 | 976506 | 592017 | 976506 |
Largest Losing Trade | -35102 | -25615 | -35102 | -298658 | -298658 | -201733 |
Avg Bars in Trades | 67 | 62 | 71 | 67 | 62 | 71 |
Avg Bars in Winners | 114 | 111 | 117 | 114 | 111 | 117 |
Avg Bars in Losers | 34 | 36 | 32 | 34 | 36 | 32 |
Bars Traded | 6982 | 3263 | 3719 | 6982 | 3263 | 3719 |
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 | 352569 | -172136 | -285443 | -25432 | -764038 | -197819 |
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{ "first_band": { "type": "ssf", "factors": { "length": 181, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 29, "offset": 0 } } }
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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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