Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 453762.8557 | 275528.5706 | 178234.285 | 875495.5782 | 1141928.8904 | -266433.3122 |
Total P&L (%) | 453.7629 | 275.5286 | 178.2343 | 875.4956 | 1141.9289 | -266.4333 |
Avg Daily Profit (%) | 0.269 | 0.1633 | 0.1056 | 0.1351 | 0.1494 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128160 | -78363 | -80349 | -2081640 | -992908 | -1409265 |
Profit Factor | 1.4494 | 1.5796 | 1.3335 | 1.0844 | 1.2335 | 0.9514 |
Total Trades | 297 | 149 | 148 | 297 | 149 | 148 |
Winning Trades | 152 | 77 | 75 | 152 | 77 | 75 |
Losing Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Profitability (%) | 51.1785 | 51.6779 | 50.6757 | 51.1785 | 51.6779 | 50.6757 |
Ratio Avg Win / Avg Loss | 1.3826 | 1.477 | 1.298 | 1.0345 | 1.1534 | 0.926 |
Largest Winning Trade | 68765 | 68765 | 40685 | 681200 | 681200 | 527064 |
Largest Losing Trade | -42350 | -20511 | -42350 | -861049 | -489446 | -861049 |
Avg Bars in Trades | 67 | 57 | 77 | 67 | 57 | 77 |
Avg Bars in Winners | 75 | 60 | 90 | 75 | 60 | 90 |
Avg Bars in Losers | 58 | 53 | 63 | 58 | 53 | 63 |
Bars Traded | 19920 | 8493 | 11426 | 19920 | 8493 | 11426 |
Profit Streak | 0 | 0 | 14.5601 | 0 | 0 | 14.5601 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392879 | 329684 | -51138 | -138242 | 237469 | -580262 |
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{ "first_band": { "type": "dcm", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 94, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 94, "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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