Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 157983.3335 | 105954.9441 | 52028.3894 | 217250.6549 | 204139.43 | 13111.225 |
Total P&L (%) | 157.9833 | 105.9549 | 52.0284 | 217.2507 | 204.1394 | 13.1112 |
Avg Daily Profit (%) | 0.6066 | 0.4069 | 0.1998 | 0.4443 | 0.428 | 0.0473 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63217 | -33405 | -53639 | -324328 | -169695 | -241988 |
Profit Factor | 1.3371 | 1.4832 | 1.2087 | 1.1338 | 1.2743 | 1.0149 |
Total Trades | 351 | 175 | 176 | 351 | 175 | 176 |
Winning Trades | 226 | 118 | 108 | 226 | 118 | 108 |
Losing Trades | 125 | 57 | 68 | 125 | 57 | 68 |
Profitability (%) | 64.3875 | 67.4286 | 61.3636 | 64.3875 | 67.4286 | 61.3636 |
Ratio Avg Win / Avg Loss | 0.7396 | 0.7165 | 0.761 | 0.6271 | 0.6156 | 0.639 |
Largest Winning Trade | 11834 | 10775 | 11834 | 32282 | 32282 | 31752 |
Largest Losing Trade | -38967 | -17419 | -38967 | -179258 | -64363 | -179258 |
Avg Bars in Trades | 70 | 65 | 74 | 70 | 65 | 74 |
Avg Bars in Winners | 48 | 44 | 51 | 48 | 44 | 51 |
Avg Bars in Losers | 109 | 109 | 110 | 109 | 109 | 110 |
Bars Traded | 24603 | 11515 | 13088 | 24603 | 11515 | 13088 |
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 | 433637 | 365421 | 170063 | -63039 | 325983 | -404057 |
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{ "first_band": { "type": "dcm", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 242, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 242, "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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