Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -546090.3734 | 227809.3322 | -773899.7056 | 727702.758 | -1594249.6323 | 2321952.3902 |
Total P&L (%) | -546.0904 | 227.8093 | -773.8997 | 727.7028 | -1594.2496 | 2321.9524 |
Avg Daily Profit (%) | -0.3051 | 0.1273 | -0.4324 | 0.1182 | 0 | 0.1782 |
Buy And Hold Return (%) | 279.0829 | 279.0829 | 279.0829 | 279.0829 | 279.0829 | 279.0829 |
Max Trade Drawdown | -804623 | -93096 | -796452 | -5644500 | -3012902 | -3535778 |
Profit Factor | 0.615 | 2.0482 | 0.3556 | 1.0672 | 0.6854 | 1.4025 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 40 | 19 | 21 | 38 | 17 | 21 |
Losing Trades | 27 | 14 | 13 | 29 | 16 | 13 |
Profitability (%) | 59.7015 | 57.5758 | 61.7647 | 56.7164 | 51.5152 | 61.7647 |
Ratio Avg Win / Avg Loss | 0.4151 | 1.5092 | 0.2201 | 0.8144 | 0.6451 | 0.8682 |
Largest Winning Trade | 105604 | 105604 | 53353 | 1390331 | 794787 | 1390331 |
Largest Losing Trade | -775103 | -38732 | -775103 | -1822183 | -1602210 | -1822183 |
Avg Bars in Trades | 102 | 57 | 145 | 102 | 57 | 145 |
Avg Bars in Winners | 83 | 27 | 133 | 98 | 38 | 147 |
Avg Bars in Losers | 130 | 99 | 164 | 107 | 78 | 142 |
Bars Traded | 6854 | 1911 | 4943 | 6854 | 1911 | 4943 |
Profit Streak | 39.1871 | 0 | 231.1871 | 39.1871 | 0 | 231.1871 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -699973 | -184019 | -577914 | -306207 | -580606 | 351317 |
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{ "first_band": { "type": "dcm", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 215, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 215, "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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