Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91056.3227 | 50668.6754 | 40387.6473 | 76125.9814 | 39297.1223 | 36828.8591 |
Total P&L (%) | 91.0563 | 50.6687 | 40.3876 | 76.126 | 39.2971 | 36.8289 |
Avg Daily Profit (%) | 0.3497 | 0.1946 | 0.1551 | 0.2176 | 0.1274 | 0.1205 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46509 | -38442 | -31939 | -84548 | -67973 | -52378 |
Profit Factor | 1.2103 | 1.2222 | 1.197 | 1.114 | 1.1099 | 1.1187 |
Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
Winning Trades | 157 | 73 | 84 | 157 | 73 | 84 |
Losing Trades | 139 | 75 | 64 | 139 | 75 | 64 |
Profitability (%) | 53.0405 | 49.3243 | 56.7568 | 53.0405 | 49.3243 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.0715 | 1.2557 | 0.912 | 0.9863 | 1.1403 | 0.8523 |
Largest Winning Trade | 36237 | 36237 | 15936 | 55225 | 55225 | 20131 |
Largest Losing Trade | -12311 | -12129 | -12311 | -23980 | -23980 | -21007 |
Avg Bars in Trades | 83 | 83 | 83 | 83 | 83 | 83 |
Avg Bars in Winners | 76 | 72 | 80 | 76 | 72 | 80 |
Avg Bars in Losers | 90 | 93 | 87 | 90 | 93 | 87 |
Bars Traded | 24613 | 12302 | 12310 | 24613 | 12302 | 12310 |
Profit Streak | 0 | 4.7744 | 0 | 0 | 4.7744 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323369 | 199185 | -1076 | -88475 | -125263 | -126978 |
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{ "first_band": { "type": "dcm", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 188, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 188, "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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