Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 221813.9838 | 168387.4789 | 53426.5049 | 204179.03 | 95622.6102 | 108556.4199 |
Total P&L (%) | 221.814 | 168.3875 | 53.4265 | 204.179 | 95.6226 | 108.5564 |
Avg Daily Profit (%) | 0.2129 | 0.1617 | 0.0513 | 0.1069 | 0.0644 | 0.0706 |
Buy And Hold Return (%) | 12.5588 | 12.5588 | 12.5588 | 12.5588 | 12.5588 | 12.5588 |
Max Trade Drawdown | -88284 | -75101 | -73162 | -496177 | -408193 | -260645 |
Profit Factor | 1.2536 | 1.3998 | 1.1178 | 1.0628 | 1.0598 | 1.0657 |
Total Trades | 401 | 200 | 201 | 401 | 200 | 201 |
Winning Trades | 183 | 93 | 90 | 183 | 93 | 90 |
Losing Trades | 218 | 107 | 111 | 218 | 107 | 111 |
Profitability (%) | 45.6359 | 46.5 | 44.7761 | 45.6359 | 46.5 | 44.7761 |
Ratio Avg Win / Avg Loss | 1.4933 | 1.6105 | 1.3786 | 1.266 | 1.2193 | 1.3143 |
Largest Winning Trade | 74601 | 74601 | 26950 | 143641 | 120403 | 143641 |
Largest Losing Trade | -22844 | -17252 | -22844 | -102086 | -102086 | -67812 |
Avg Bars in Trades | 61 | 59 | 64 | 61 | 59 | 64 |
Avg Bars in Winners | 75 | 68 | 82 | 75 | 68 | 82 |
Avg Bars in Losers | 50 | 50 | 49 | 50 | 50 | 49 |
Bars Traded | 24761 | 11806 | 12955 | 24761 | 11806 | 12955 |
Profit Streak | 0 | 9.6997 | 0 | 0 | 9.6997 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 285512 | 320153 | -218882 | -201407 | -261848 | -248513 |
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{ "first_band": { "type": "dcm", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 72, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 72, "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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