Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1061368.0683 | 920943.0764 | 140424.9919 | 11709557.719 | 6150828.5064 | 5558729.2126 |
Total P&L (%) | 1061.3681 | 920.9431 | 140.425 | 11709.5577 | 6150.8285 | 5558.7292 |
Avg Daily Profit (%) | 0.4242 | 0.3681 | 0.0561 | 0.1909 | 0.1654 | 0.1614 |
Buy And Hold Return (%) | 437.2266 | 437.2266 | 437.2266 | 437.2266 | 437.2266 | 437.2266 |
Max Trade Drawdown | -98179 | -76689 | -83911 | -26160920 | -17507165 | -26920157 |
Profit Factor | 2.9143 | 4.3491 | 1.5025 | 1.1255 | 1.127 | 1.1238 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 46.6667 | 45.283 | 48.0769 | 46.6667 | 45.283 | 48.0769 |
Ratio Avg Win / Avg Loss | 3.3307 | 5.2552 | 1.6227 | 1.2863 | 1.3619 | 1.2137 |
Largest Winning Trade | 357265 | 357265 | 54697 | 12286265 | 12244078 | 12286265 |
Largest Losing Trade | -56080 | -32599 | -56080 | -20086790 | -9017206 | -20086790 |
Avg Bars in Trades | 92 | 75 | 109 | 92 | 75 | 109 |
Avg Bars in Winners | 130 | 97 | 162 | 130 | 97 | 162 |
Avg Bars in Losers | 59 | 58 | 61 | 59 | 58 | 61 |
Bars Traded | 9732 | 4015 | 5716 | 9732 | 4015 | 5716 |
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 | 376665 | -171277 | -462121 | -75541 | -254920 | -257423 |
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{ "first_band": { "type": "dcm", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 47, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 47, "offset": 0, "poles": 3 } } }
# | 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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