Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302345.4256 | 239480.5755 | 62864.8501 | -35631.1467 | 19435.6594 | -55066.8061 |
Total P&L (%) | 302.3454 | 239.4806 | 62.8649 | -35.6311 | 19.4357 | -55.0668 |
Avg Daily Profit (%) | 0.1583 | 0.1254 | 0.0329 | -0.0231 | 0.0093 | -0.0419 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190127 | -97722 | -161425 | -377893 | -179172 | -244719 |
Profit Factor | 1.2217 | 1.3936 | 1.0832 | 0.9711 | 1.0316 | 0.9108 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 136 | 70 | 66 | 136 | 70 | 66 |
Losing Trades | 122 | 59 | 63 | 122 | 59 | 63 |
Profitability (%) | 52.7132 | 54.2636 | 51.1628 | 52.7132 | 54.2636 | 51.1628 |
Ratio Avg Win / Avg Loss | 1.096 | 1.1746 | 1.034 | 0.8711 | 0.8695 | 0.8694 |
Largest Winning Trade | 77112 | 77112 | 45035 | 64553 | 64553 | 45857 |
Largest Losing Trade | -59188 | -38539 | -59188 | -136156 | -136156 | -56524 |
Avg Bars in Trades | 29 | 24 | 34 | 29 | 24 | 34 |
Avg Bars in Winners | 25 | 20 | 31 | 25 | 20 | 31 |
Avg Bars in Losers | 32 | 28 | 36 | 32 | 28 | 36 |
Bars Traded | 7526 | 3109 | 4417 | 7526 | 3109 | 4417 |
Profit Streak | 9.6076 | 9.6076 | 78.1076 | 9.6076 | 9.6076 | 78.1076 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358467 | -23668 | -277039 | -577690 | -373786 | -579469 |
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{ "first_band": { "type": "dcm", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 58, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 58, "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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