Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 141159.62 | 81328.1402 | 59831.4798 | 187542.8414 | 129205.4116 | 58337.4298 |
Total P&L (%) | 141.1596 | 81.3281 | 59.8315 | 187.5428 | 129.2054 | 58.3374 |
Avg Daily Profit (%) | 0.542 | 0.3123 | 0.2298 | 0.4064 | 0.319 | 0.1766 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27417 | -27802 | -15336 | -95305 | -74684 | -45668 |
Profit Factor | 1.7268 | 1.8244 | 1.626 | 1.4374 | 1.611 | 1.2685 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 75 | 33 | 42 | 75 | 33 | 42 |
Losing Trades | 82 | 45 | 37 | 82 | 45 | 37 |
Profitability (%) | 47.7707 | 42.3077 | 53.1646 | 47.7707 | 42.3077 | 53.1646 |
Ratio Avg Win / Avg Loss | 1.8879 | 2.4878 | 1.4324 | 1.5716 | 2.1968 | 1.1175 |
Largest Winning Trade | 82850 | 82850 | 15282 | 166557 | 166557 | 24857 |
Largest Losing Trade | -9044 | -5688 | -9044 | -25361 | -19595 | -25361 |
Avg Bars in Trades | 156 | 141 | 171 | 156 | 141 | 171 |
Avg Bars in Winners | 212 | 193 | 227 | 212 | 193 | 227 |
Avg Bars in Losers | 106 | 104 | 108 | 106 | 104 | 108 |
Bars Traded | 24633 | 11069 | 13564 | 24633 | 11069 | 13564 |
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 | 445596 | -26802 | -18778 | 359289 | -27157 | -21408 |
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{ "first_band": { "type": "dcm", "factors": { "length": 52, "offset": 174 } }, "second_band": { "type": "ssf", "factors": { "length": 205, "offset": 0, "poles": 3 } } }
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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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