Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1885007.0503 | 1837531.802 | 47475.2483 | 3361023.177 | 3443041.4773 | -82018.3003 |
Total P&L (%) | 1885.0071 | 1837.5318 | 47.4752 | 3361.0232 | 3443.0415 | -82.0183 |
Avg Daily Profit (%) | 1.0274 | 1.0016 | 0.0259 | 0.1934 | 0.1946 | -0.0935 |
Buy And Hold Return (%) | 606.229 | 606.229 | 606.229 | 606.229 | 606.229 | 606.229 |
Max Trade Drawdown | -90917 | -84883 | -68334 | -4013795 | -2858793 | -2601044 |
Profit Factor | 3.6562 | 6.095 | 1.136 | 1.2118 | 1.4567 | 0.9902 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Profitability (%) | 36.7188 | 35.9375 | 37.5 | 36.7188 | 35.9375 | 37.5 |
Ratio Avg Win / Avg Loss | 6.3011 | 10.8651 | 1.8934 | 2.0883 | 2.5968 | 1.6503 |
Largest Winning Trade | 1407052 | 1407052 | 77671 | 3396103 | 3396103 | 1387683 |
Largest Losing Trade | -39665 | -39665 | -30989 | -909383 | -909383 | -828790 |
Avg Bars in Trades | 84 | 75 | 93 | 84 | 75 | 93 |
Avg Bars in Winners | 151 | 134 | 167 | 151 | 134 | 167 |
Avg Bars in Losers | 46 | 42 | 49 | 46 | 42 | 49 |
Bars Traded | 10850 | 4862 | 5988 | 10850 | 4862 | 5988 |
Profit Streak | 22.6371 | 23.9704 | 0 | 22.6371 | 23.9704 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463714 | -125596 | -538184 | 121971 | -135117 | -722319 |
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{ "first_band": { "type": "dcm", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 32, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 32, "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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