Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527297.7703 | 410407.815 | 116889.9553 | 1187948.1173 | 511512.6004 | 676435.5169 |
Total P&L (%) | 527.2978 | 410.4078 | 116.89 | 1187.9481 | 511.5126 | 676.4355 |
Avg Daily Profit (%) | 0.2247 | 0.1749 | 0.0498 | 0.1089 | 0.0772 | 0.0874 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121280 | -56084 | -133483 | -2605116 | -1126410 | -1478706 |
Profit Factor | 1.6208 | 1.9853 | 1.2701 | 1.1792 | 1.1439 | 1.22 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 90 | 44 | 46 | 90 | 44 | 46 |
Losing Trades | 89 | 46 | 43 | 89 | 46 | 43 |
Profitability (%) | 50.2793 | 48.8889 | 51.6854 | 50.2793 | 48.8889 | 51.6854 |
Ratio Avg Win / Avg Loss | 1.6028 | 2.0755 | 1.1873 | 1.1661 | 1.1959 | 1.1404 |
Largest Winning Trade | 77754 | 77754 | 71686 | 917029 | 917029 | 887576 |
Largest Losing Trade | -33294 | -27523 | -33294 | -905931 | -536164 | -905931 |
Avg Bars in Trades | 77 | 69 | 85 | 77 | 69 | 85 |
Avg Bars in Winners | 97 | 85 | 108 | 97 | 85 | 108 |
Avg Bars in Losers | 56 | 53 | 60 | 56 | 53 | 60 |
Bars Traded | 13833 | 6225 | 7608 | 13833 | 6225 | 7608 |
Profit Streak | 14.1469 | 14.1469 | 18.3136 | 14.1469 | 14.1469 | 18.3136 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481180 | 396977 | -126039 | -68505 | -151871 | -75852 |
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{ "first_band": { "type": "dcm", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 84, "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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