Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 459238.4808 | 469479.9731 | -10241.4923 | -119245.8432 | -13314.8737 | -105930.9695 |
Total P&L (%) | 459.2385 | 469.48 | -10.2415 | -119.2458 | -13.3149 | -105.931 |
Avg Daily Profit (%) | 0.1837 | 0.1878 | -0.0041 | 0 | -0.0057 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140116 | -119775 | -172186 | -135295 | -46355 | -109684 |
Profit Factor | 1.713 | 2.4732 | 0.9685 | 0.5227 | 0.8443 | 0.3552 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 25 | 13 | 12 | 35 | 19 | 16 |
Losing Trades | 36 | 17 | 19 | 26 | 11 | 15 |
Profitability (%) | 40.9836 | 43.3333 | 38.7097 | 57.377 | 63.3333 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.4667 | 3.2342 | 1.5335 | 0.3883 | 0.4888 | 0.333 |
Largest Winning Trade | 434621 | 434621 | 61313 | 29403 | 23195 | 29403 |
Largest Losing Trade | -108390 | -52946 | -108390 | -99163 | -32975 | -99163 |
Avg Bars in Trades | 77 | 51 | 102 | 77 | 51 | 102 |
Avg Bars in Winners | 115 | 64 | 172 | 42 | 45 | 38 |
Avg Bars in Losers | 50 | 41 | 58 | 124 | 61 | 170 |
Bars Traded | 4715 | 1533 | 3182 | 4715 | 1533 | 3182 |
Profit Streak | 20.4042 | 0 | 28.9042 | 0 | 313.9042 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158502 | 345231 | -581890 | -745821 | -577730 | -580608 |
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{ "first_band": { "type": "dcm", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 32, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 32, "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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