Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380838.5266 | 214839.5997 | 165998.9268 | 106217.5325 | -57139.0942 | 163356.6267 |
Total P&L (%) | 380.8385 | 214.8396 | 165.9989 | 106.2175 | -57.1391 | 163.3566 |
Avg Daily Profit (%) | 0.211 | 0.1191 | 0.092 | 0.0401 | -0.0469 | 0.0537 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90990 | -97503 | -68195 | -693553 | -560424 | -693127 |
Profit Factor | 1.419 | 1.4804 | 1.3595 | 1.0275 | 0.9683 | 1.0792 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 90 | 38 | 52 | 90 | 38 | 52 |
Losing Trades | 87 | 51 | 36 | 87 | 51 | 36 |
Profitability (%) | 50.8475 | 42.6966 | 59.0909 | 50.8475 | 42.6966 | 59.0909 |
Ratio Avg Win / Avg Loss | 1.3717 | 1.9869 | 0.9412 | 0.9933 | 1.2995 | 0.7472 |
Largest Winning Trade | 129659 | 129659 | 61379 | 342220 | 211043 | 342220 |
Largest Losing Trade | -60524 | -25867 | -60524 | -424979 | -130429 | -424979 |
Avg Bars in Trades | 120 | 84 | 156 | 120 | 84 | 156 |
Avg Bars in Winners | 150 | 95 | 190 | 150 | 95 | 190 |
Avg Bars in Losers | 89 | 76 | 108 | 89 | 76 | 108 |
Bars Traded | 21332 | 7529 | 13802 | 21332 | 7529 | 13802 |
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 | 344283 | -34921 | -70509 | -330217 | -582267 | -255422 |
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{ "first_band": { "type": "dcm", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 106, "offset": 0, "poles": 2 } } }
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# | 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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