Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1272548.1172 | -31571.5082 | -1240976.609 | -521220.6785 | -4516668.8539 | 3995448.1755 |
Total P&L (%) | -1272.5481 | -31.5715 | -1240.9766 | -521.2207 | -4516.6689 | 3995.4482 |
Avg Daily Profit (%) | -0.6991 | -0.0173 | -0.6818 | 0 | 0 | 0.2042 |
Buy And Hold Return (%) | 616.8928 | 616.8928 | 616.8928 | 616.8928 | 616.8928 | 616.8928 |
Max Trade Drawdown | -1311485 | -169330 | -1257381 | -9764785 | -7010306 | -2999324 |
Profit Factor | 0.3179 | 0.9095 | 0.1817 | 0.9713 | 0.5732 | 1.5258 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 43 | 22 | 21 | 34 | 14 | 20 |
Losing Trades | 33 | 16 | 17 | 42 | 24 | 18 |
Profitability (%) | 56.5789 | 57.8947 | 55.2632 | 44.7368 | 36.8421 | 52.6316 |
Ratio Avg Win / Avg Loss | 0.2439 | 0.6615 | 0.1471 | 1.1999 | 0.9826 | 1.3732 |
Largest Winning Trade | 56130 | 56130 | 35396 | 6917143 | 1464684 | 6917143 |
Largest Losing Trade | -648020 | -74569 | -648020 | -6080426 | -6080426 | -2089739 |
Avg Bars in Trades | 93 | 93 | 92 | 93 | 93 | 92 |
Avg Bars in Winners | 49 | 41 | 56 | 93 | 112 | 80 |
Avg Bars in Losers | 150 | 165 | 136 | 92 | 82 | 105 |
Bars Traded | 7080 | 3562 | 3518 | 7080 | 3562 | 3518 |
Profit Streak | 41.235 | 68.985 | 41.235 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -631999 | -578772 | -579533 | -634935 | -585881 | 343517 |
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{ "first_band": { "type": "dcm", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 235, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 235, "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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