Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1416324.8303 | -74579.08 | -1341745.7503 | -487898.9743 | -3822286.4267 | 3334387.4524 |
Total P&L (%) | -1416.3248 | -74.5791 | -1341.7458 | -487.899 | -3822.2864 | 3334.3875 |
Avg Daily Profit (%) | -0.7798 | -0.0411 | -0.7387 | 0 | 0 | 0.1949 |
Buy And Hold Return (%) | 549.5933 | 549.5933 | 549.5933 | 549.5933 | 549.5933 | 549.5933 |
Max Trade Drawdown | -1461502 | -175929 | -1368516 | -7964092 | -6295281 | -2554565 |
Profit Factor | 0.2797 | 0.7912 | 0.1661 | 0.9695 | 0.5767 | 1.4773 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 39 | 19 | 20 | 34 | 15 | 19 |
Losing Trades | 35 | 18 | 17 | 40 | 22 | 18 |
Profitability (%) | 52.7027 | 51.3514 | 54.0541 | 45.9459 | 40.5405 | 51.3514 |
Ratio Avg Win / Avg Loss | 0.251 | 0.7496 | 0.1412 | 1.1406 | 0.8458 | 1.3996 |
Largest Winning Trade | 41269 | 41269 | 35396 | 6639814 | 1416373 | 6639814 |
Largest Losing Trade | -736137 | -74563 | -736137 | -4970825 | -4970825 | -2111584 |
Avg Bars in Trades | 95 | 96 | 94 | 95 | 96 | 94 |
Avg Bars in Winners | 49 | 38 | 60 | 96 | 104 | 90 |
Avg Bars in Losers | 146 | 157 | 134 | 94 | 90 | 99 |
Bars Traded | 7065 | 3561 | 3504 | 7065 | 3561 | 3504 |
Profit Streak | 36.7223 | 64.9723 | 0 | 0 | 0 | 104.7223 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -648661 | -580038 | -580247 | -649465 | -584451 | 334126 |
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{ "first_band": { "type": "dcm", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 234, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 234, "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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