Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 613314.8672 | 504552.2298 | 108762.6374 | 1318934.4141 | 699538.0488 | 619396.3653 |
Total P&L (%) | 613.3149 | 504.5522 | 108.7626 | 1318.9344 | 699.538 | 619.3964 |
Avg Daily Profit (%) | 0.3103 | 0.2552 | 0.055 | 0.1343 | 0.1052 | 0.0999 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108320 | -68724 | -218464 | -419714 | -453932 | -707543 |
Profit Factor | 1.9733 | 2.63 | 1.3393 | 1.5181 | 1.4738 | 1.5792 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Losing Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Profitability (%) | 50 | 54.1667 | 45.8333 | 50 | 54.1667 | 45.8333 |
Ratio Avg Win / Avg Loss | 1.9733 | 2.2254 | 1.5828 | 1.5181 | 1.247 | 1.8663 |
Largest Winning Trade | 172977 | 172977 | 81259 | 444035 | 299183 | 444035 |
Largest Losing Trade | -49791 | -49791 | -40860 | -201498 | -191199 | -201498 |
Avg Bars in Trades | 80 | 55 | 104 | 80 | 55 | 104 |
Avg Bars in Winners | 100 | 60 | 147 | 100 | 60 | 147 |
Avg Bars in Losers | 60 | 50 | 68 | 60 | 50 | 68 |
Bars Traded | 7716 | 2682 | 5034 | 7716 | 2682 | 5034 |
Profit Streak | 0 | 0 | 589.3886 | 0 | 0 | 589.3886 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467452 | 509569 | -118191 | -10572 | -50320 | -56507 |
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{ "first_band": { "type": "dcm", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 65, "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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