Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 571285.2535 | 591039.1585 | -19753.905 | 729739.7007 | 3715287.8177 | -2985548.117 |
Total P&L (%) | 571.2853 | 591.0392 | -19.7539 | 729.7397 | 3715.2878 | -2985.5481 |
Avg Daily Profit (%) | 0.3175 | 0.3284 | -0.011 | 0.1177 | 0.2026 | 0 |
Buy And Hold Return (%) | 1252.4855 | 1252.4855 | 1252.4855 | 1252.4855 | 1252.4855 | 1252.4855 |
Max Trade Drawdown | -187757 | -71856 | -202265 | -3971000 | -892867 | -3666285 |
Profit Factor | 1.5852 | 2.6427 | 0.968 | 1.0754 | 2.1096 | 0.5286 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 106 | 58 | 48 | 106 | 58 | 48 |
Losing Trades | 78 | 34 | 44 | 78 | 34 | 44 |
Profitability (%) | 57.6087 | 63.0435 | 52.1739 | 57.6087 | 63.0435 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.1665 | 1.5492 | 0.8873 | 0.7913 | 1.2367 | 0.4846 |
Largest Winning Trade | 75876 | 59065 | 75876 | 1058713 | 1058713 | 529061 |
Largest Losing Trade | -67960 | -37788 | -67960 | -2213653 | -892867 | -2213653 |
Avg Bars in Trades | 57 | 45 | 69 | 57 | 45 | 69 |
Avg Bars in Winners | 56 | 44 | 70 | 56 | 44 | 70 |
Avg Bars in Losers | 58 | 47 | 67 | 58 | 47 | 67 |
Bars Traded | 10564 | 4193 | 6371 | 10564 | 4193 | 6371 |
Profit Streak | 33.01 | 0 | 42.01 | 33.01 | 0 | 42.01 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152418 | -149941 | -580253 | -338091 | 341263 | -580253 |
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{ "first_band": { "type": "dcm", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 126, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 126, "offset": 0, "poles": 2 } } }
# | 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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