Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 486492.2581 | 356553.1813 | 129939.0768 | 1067334.6032 | 1425391.9162 | -358057.313 |
Total P&L (%) | 486.4923 | 356.5532 | 129.9391 | 1067.3346 | 1425.3919 | -358.0573 |
Avg Daily Profit (%) | 0.2212 | 0.1621 | 0.0591 | 0.1118 | 0.124 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -218120 | -153888 | -102769 | -6746748 | -5162319 | -2918638 |
Profit Factor | 1.4229 | 1.6656 | 1.2114 | 1.0397 | 1.1153 | 0.9753 |
Total Trades | 297 | 149 | 148 | 297 | 149 | 148 |
Winning Trades | 157 | 84 | 73 | 157 | 84 | 73 |
Losing Trades | 140 | 65 | 75 | 140 | 65 | 75 |
Profitability (%) | 52.862 | 56.3758 | 49.3243 | 52.862 | 56.3758 | 49.3243 |
Ratio Avg Win / Avg Loss | 1.2688 | 1.2889 | 1.2445 | 0.9271 | 0.8631 | 1.0021 |
Largest Winning Trade | 49387 | 49387 | 37996 | 1702790 | 1590288 | 1702790 |
Largest Losing Trade | -39188 | -33203 | -39188 | -2638987 | -1744225 | -2638987 |
Avg Bars in Trades | 29 | 27 | 30 | 29 | 27 | 30 |
Avg Bars in Winners | 29 | 23 | 37 | 29 | 23 | 37 |
Avg Bars in Losers | 28 | 33 | 24 | 28 | 33 | 24 |
Bars Traded | 8700 | 4147 | 4553 | 8700 | 4147 | 4553 |
Profit Streak | 0 | 0 | 48.2291 | 0 | 0 | 48.2291 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390209 | 370288 | -114350 | -219633 | -121457 | -578975 |
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{ "first_band": { "type": "dcm", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 60, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 60, "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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