Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 153715.4535 | 73392.12 | 80323.3336 | 226178.9056 | 133136.8503 | 93042.0552 |
Total P&L (%) | 153.7155 | 73.3921 | 80.3233 | 226.1789 | 133.1369 | 93.0421 |
Avg Daily Profit (%) | 0.5903 | 0.2818 | 0.3084 | 0.455 | 0.3256 | 0.2529 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48191 | -51563 | -23734 | -121077 | -46499 | -75084 |
Profit Factor | 1.3959 | 1.3937 | 1.3978 | 1.3607 | 1.4609 | 1.2752 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 98 | 51 | 47 | 98 | 51 | 47 |
Losing Trades | 142 | 69 | 73 | 142 | 69 | 73 |
Profitability (%) | 40.8333 | 42.5 | 39.1667 | 40.8333 | 42.5 | 39.1667 |
Ratio Avg Win / Avg Loss | 2.0226 | 1.8856 | 2.1711 | 1.9717 | 1.9765 | 1.9806 |
Largest Winning Trade | 24485 | 21762 | 24485 | 42819 | 40221 | 42819 |
Largest Losing Trade | -10507 | -8918 | -10507 | -34308 | -20096 | -34308 |
Avg Bars in Trades | 103 | 102 | 103 | 103 | 102 | 103 |
Avg Bars in Winners | 160 | 157 | 163 | 160 | 157 | 163 |
Avg Bars in Losers | 64 | 62 | 65 | 64 | 62 | 65 |
Bars Traded | 24774 | 12347 | 12427 | 24774 | 12347 | 12427 |
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 | 325185 | 199458 | 161887 | 275844 | 227698 | 117805 |
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{ "first_band": { "type": "ssf", "factors": { "length": 202, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 110, "offset": 0, "std": 4.12589 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 202, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 110, "offset": 0, "std": 4.12589 } } }
# | 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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