Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210776.0713 | 266595.4913 | -55819.42 | -83220.1578 | 297445.2253 | -380665.3832 |
Total P&L (%) | 210.7761 | 266.5955 | -55.8194 | -83.2202 | 297.4452 | -380.6654 |
Avg Daily Profit (%) | 0.119 | 0.1506 | -0.0315 | -0.1008 | 0.078 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -275287 | -104172 | -228592 | -525008 | -120027 | -508751 |
Profit Factor | 1.2875 | 1.8497 | 0.8669 | 0.9046 | 2.0601 | 0.3567 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 44.7368 | 44.7368 | 44.7368 | 44.7368 | 44.7368 | 44.7368 |
Ratio Avg Win / Avg Loss | 1.5904 | 2.285 | 1.0709 | 1.1175 | 2.5448 | 0.4407 |
Largest Winning Trade | 138044 | 138044 | 79604 | 307938 | 307938 | 125192 |
Largest Losing Trade | -77646 | -35562 | -77646 | -201680 | -117117 | -201680 |
Avg Bars in Trades | 89 | 62 | 116 | 89 | 62 | 116 |
Avg Bars in Winners | 103 | 53 | 153 | 103 | 53 | 153 |
Avg Bars in Losers | 77 | 69 | 86 | 77 | 69 | 86 |
Bars Traded | 6788 | 2374 | 4414 | 6788 | 2374 | 4414 |
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 | -88780 | 312304 | -581145 | -634935 | -86966 | -582811 |
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{ "first_band": { "type": "dcm", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 92, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 92, "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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