Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400836.0116 | 421975.4418 | -21139.4302 | -136172.3136 | 104860.4882 | -241032.8018 |
Total P&L (%) | 400.836 | 421.9754 | -21.1394 | -136.1723 | 104.8605 | -241.0328 |
Avg Daily Profit (%) | 0.1924 | 0.2025 | -0.0101 | 0 | 0.0344 | 0 |
Buy And Hold Return (%) | 17.8266 | 17.8266 | 17.8266 | 17.8266 | 17.8266 | 17.8266 |
Max Trade Drawdown | -147705 | -86753 | -268419 | -306303 | -69383 | -354013 |
Profit Factor | 1.2105 | 1.4561 | 0.9784 | 0.8957 | 1.1834 | 0.6713 |
Total Trades | 551 | 276 | 275 | 551 | 276 | 275 |
Winning Trades | 237 | 112 | 125 | 300 | 167 | 133 |
Losing Trades | 314 | 164 | 150 | 251 | 109 | 142 |
Profitability (%) | 43.0127 | 40.5797 | 45.4545 | 54.4465 | 60.5072 | 48.3636 |
Ratio Avg Win / Avg Loss | 1.6038 | 2.1321 | 1.1741 | 0.7494 | 0.7724 | 0.7167 |
Largest Winning Trade | 108053 | 108053 | 45263 | 56586 | 45409 | 56586 |
Largest Losing Trade | -110109 | -36098 | -110109 | -120145 | -34998 | -120145 |
Avg Bars in Trades | 45 | 40 | 49 | 45 | 40 | 49 |
Avg Bars in Winners | 57 | 54 | 60 | 39 | 37 | 41 |
Avg Bars in Losers | 35 | 31 | 40 | 52 | 45 | 57 |
Bars Traded | 24865 | 11282 | 13583 | 24865 | 11282 | 13583 |
Profit Streak | 0 | 0 | 31.7018 | 1.1185 | 37.8685 | 0 |
Trades During Streak | 0 | 0 | 3 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301176 | 252589 | -578539 | -580170 | -164294 | -580531 |
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{ "first_band": { "type": "dcm", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 31, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 31, "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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