Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 541912.3534 | 476892.7879 | 65019.5655 | 213219.6299 | 346221.7198 | -133002.0899 |
Total P&L (%) | 541.9124 | 476.8928 | 65.0196 | 213.2196 | 346.2217 | -133.0021 |
Avg Daily Profit (%) | 0.2601 | 0.2289 | 0.0312 | 0.0548 | 0.0718 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154929 | -152811 | -140151 | -489273 | -281690 | -268184 |
Profit Factor | 1.4483 | 1.7498 | 1.1135 | 1.1008 | 1.321 | 0.8717 |
Total Trades | 289 | 144 | 145 | 289 | 144 | 145 |
Winning Trades | 126 | 56 | 70 | 126 | 56 | 70 |
Losing Trades | 163 | 88 | 75 | 163 | 88 | 75 |
Profitability (%) | 43.5986 | 38.8889 | 48.2759 | 43.5986 | 38.8889 | 48.2759 |
Ratio Avg Win / Avg Loss | 1.8736 | 2.7496 | 1.193 | 1.4241 | 2.0759 | 0.934 |
Largest Winning Trade | 263842 | 263842 | 58290 | 338168 | 338168 | 108596 |
Largest Losing Trade | -37873 | -29514 | -37873 | -183142 | -80322 | -183142 |
Avg Bars in Trades | 85 | 74 | 95 | 85 | 74 | 95 |
Avg Bars in Winners | 109 | 95 | 120 | 109 | 95 | 120 |
Avg Bars in Losers | 66 | 61 | 72 | 66 | 61 | 72 |
Bars Traded | 24657 | 10762 | 13895 | 24657 | 10762 | 13895 |
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 | 348294 | 240902 | -248034 | -230334 | -100220 | -581618 |
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{ "first_band": { "type": "dcm", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 73, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 73, "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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