Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1187972.2284 | 1066445.7621 | 121526.4663 | 968242.9445 | 220551.004 | 747691.9404 |
Total P&L (%) | 1187.9722 | 1066.4458 | 121.5265 | 968.2429 | 220.551 | 747.6919 |
Avg Daily Profit (%) | 0.4975 | 0.4466 | 0.0509 | 0.0992 | 0.0488 | 0.0895 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157108 | -99967 | -107244 | -6622024 | -4749914 | -3013542 |
Profit Factor | 2.5965 | 3.9536 | 1.3173 | 1.0463 | 1.0203 | 1.0744 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 32.2581 | 29.7872 | 34.7826 | 32.2581 | 29.7872 | 34.7826 |
Ratio Avg Win / Avg Loss | 5.4526 | 9.3192 | 2.4699 | 2.1973 | 2.4051 | 2.0145 |
Largest Winning Trade | 750316 | 750316 | 73168 | 2494838 | 2045865 | 2494838 |
Largest Losing Trade | -52779 | -37754 | -52779 | -1699594 | -1699594 | -1552085 |
Avg Bars in Trades | 99 | 69 | 129 | 99 | 69 | 129 |
Avg Bars in Winners | 227 | 152 | 292 | 227 | 152 | 292 |
Avg Bars in Losers | 38 | 34 | 42 | 38 | 34 | 42 |
Bars Traded | 9238 | 3282 | 5956 | 9238 | 3282 | 5956 |
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 | 319679 | 307386 | -129496 | -235169 | -333429 | -216430 |
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{ "first_band": { "type": "dcm", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 29, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 29, "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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