Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 538448.7794 | 455649.7012 | 82799.0782 | -349590.2277 | 240907.3304 | -590497.558 |
Total P&L (%) | 538.4488 | 455.6497 | 82.7991 | -349.5902 | 240.9073 | -590.4976 |
Avg Daily Profit (%) | 0.2586 | 0.2188 | 0.0398 | 0 | 0.0589 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -241277 | -78413 | -272346 | -997574 | -344745 | -742566 |
Profit Factor | 1.4644 | 1.9479 | 1.122 | 0.841 | 1.289 | 0.5672 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 118 | 59 | 59 | 119 | 62 | 57 |
Losing Trades | 120 | 60 | 60 | 119 | 57 | 62 |
Profitability (%) | 49.5798 | 49.5798 | 49.5798 | 50 | 52.1008 | 47.8992 |
Ratio Avg Win / Avg Loss | 1.4893 | 1.981 | 1.141 | 0.841 | 1.185 | 0.617 |
Largest Winning Trade | 88193 | 88193 | 72913 | 118335 | 118335 | 96139 |
Largest Losing Trade | -111750 | -24457 | -111750 | -345501 | -90205 | -345501 |
Avg Bars in Trades | 103 | 83 | 124 | 103 | 83 | 124 |
Avg Bars in Winners | 126 | 98 | 153 | 85 | 79 | 92 |
Avg Bars in Losers | 81 | 68 | 94 | 122 | 87 | 153 |
Bars Traded | 24697 | 9919 | 14778 | 24697 | 9919 | 14778 |
Profit Streak | 0 | 0 | 14.4045 | 7.9045 | 31.5712 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385523 | 398883 | -225934 | -578857 | -113210 | -581833 |
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{ "first_band": { "type": "dcm", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 93, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 93, "offset": 0, "poles": 3 } } }
# | 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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