Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1104965.5146 | 1232842.8944 | -127877.3798 | -48096.2306 | 237055.756 | -285151.9866 |
Total P&L (%) | 1104.9655 | 1232.8429 | -127.8774 | -48.0962 | 237.0558 | -285.152 |
Avg Daily Profit (%) | 0.6097 | 0.6803 | -0.0706 | -0.0362 | 0.0671 | 0 |
Buy And Hold Return (%) | 588.7053 | 588.7053 | 588.7053 | 588.7053 | 588.7053 | 588.7053 |
Max Trade Drawdown | -170487 | -130610 | -111920 | -597637 | -394345 | -309082 |
Profit Factor | 1.9414 | 2.6205 | 0.6903 | 0.973 | 1.1984 | 0.5151 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Losing Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Profitability (%) | 42.7481 | 42.7481 | 42.7481 | 42.7481 | 42.7481 | 42.7481 |
Ratio Avg Win / Avg Loss | 2.6001 | 3.5096 | 0.9246 | 1.3032 | 1.6049 | 0.6898 |
Largest Winning Trade | 1173261 | 1173261 | 16849 | 581731 | 581731 | 48322 |
Largest Losing Trade | -34879 | -34879 | -30032 | -156584 | -156584 | -81619 |
Avg Bars in Trades | 41 | 74 | 7 | 41 | 74 | 7 |
Avg Bars in Winners | 59 | 110 | 7 | 59 | 110 | 7 |
Avg Bars in Losers | 27 | 48 | 7 | 27 | 48 | 7 |
Bars Traded | 10781 | 9792 | 989 | 10781 | 9792 | 989 |
Profit Streak | 0 | 7.5021 | 0 | 0 | 7.5021 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 218437 | 307120 | -583527 | -580560 | -272732 | -583527 |
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{ "first_band": { "type": "ssf", "factors": { "length": 92, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 12, "offset": 0, "std": 4.94547 } } }
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# | 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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