Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296602.5273 | 393815.8575 | -97213.3302 | -78848.539 | 3402770.5343 | -3481619.0733 |
Total P&L (%) | 296.6025 | 393.8159 | -97.2133 | -78.8485 | 3402.7705 | -3481.6191 |
Avg Daily Profit (%) | 0.1341 | 0.178 | -0.0439 | -0.0702 | 0.1609 | 0 |
Buy And Hold Return (%) | 163.0969 | 163.0969 | 163.0969 | 163.0969 | 163.0969 | 163.0969 |
Max Trade Drawdown | -287381 | -141111 | -233615 | -3147914 | -219333 | -3621549 |
Profit Factor | 1.3731 | 2.2277 | 0.795 | 0.9817 | 7.8879 | 0.0869 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 38.8889 | 40 | 37.7778 | 38.8889 | 40 | 37.7778 |
Ratio Avg Win / Avg Loss | 2.1578 | 3.3415 | 1.3093 | 1.5427 | 11.8319 | 0.1431 |
Largest Winning Trade | 140455 | 140455 | 49804 | 1473804 | 1473804 | 80920 |
Largest Losing Trade | -87599 | -32647 | -87599 | -2773009 | -128150 | -2773009 |
Avg Bars in Trades | 71 | 51 | 90 | 71 | 51 | 90 |
Avg Bars in Winners | 122 | 76 | 170 | 122 | 76 | 170 |
Avg Bars in Losers | 38 | 35 | 41 | 38 | 35 | 41 |
Bars Traded | 6390 | 2337 | 4054 | 6390 | 2337 | 4054 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -24586 | 134099 | -583798 | -582081 | 446713 | -585465 |
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{ "first_band": { "type": "dcm", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 37, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 37, "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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