Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 507134.5326 | 402761.5019 | 104373.0306 | 1242799.7197 | 1246984.7763 | -4185.0566 |
Total P&L (%) | 507.1345 | 402.7615 | 104.373 | 1242.7997 | 1246.9848 | -4.1851 |
Avg Daily Profit (%) | 0.3592 | 0.2853 | 0.0739 | 0.1841 | 0.1844 | -0.003 |
Buy And Hold Return (%) | 63.0626 | 63.0626 | 63.0626 | 63.0626 | 63.0626 | 63.0626 |
Max Trade Drawdown | -171915 | -45301 | -192165 | -7279450 | -2231256 | -7400300 |
Profit Factor | 2.3097 | 3.5812 | 1.4515 | 1.1011 | 1.2886 | 0.9995 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 64.3836 | 62.1622 | 66.6667 | 64.3836 | 62.1622 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.2777 | 2.1799 | 0.7257 | 0.6091 | 0.7844 | 0.4997 |
Largest Winning Trade | 82272 | 82272 | 58912 | 2526697 | 1168461 | 2526697 |
Largest Losing Trade | -77395 | -24730 | -77395 | -5999577 | -1252130 | -5999577 |
Avg Bars in Trades | 109 | 83 | 135 | 109 | 83 | 135 |
Avg Bars in Winners | 103 | 72 | 132 | 103 | 72 | 132 |
Avg Bars in Losers | 119 | 100 | 142 | 119 | 100 | 142 |
Bars Traded | 7968 | 3073 | 4895 | 7968 | 3073 | 4895 |
Profit Streak | 0 | 0 | 577.0735 | 0 | 0 | 577.0735 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61450 | 585993 | -100573 | -177198 | 282019 | -577269 |
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{ "first_band": { "type": "dcm", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 172, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 172, "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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