Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 555743.4172 | 449162.7371 | 106580.6801 | 1136149.5812 | 464766.2462 | 671383.335 |
Total P&L (%) | 555.7434 | 449.1627 | 106.5807 | 1136.1496 | 464.7662 | 671.3833 |
Avg Daily Profit (%) | 0.237 | 0.1915 | 0.0455 | 0.1073 | 0.0739 | 0.0872 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68109 | -52110 | -97247 | -939088 | -781861 | -576150 |
Profit Factor | 1.8198 | 2.3785 | 1.3027 | 1.2374 | 1.172 | 1.322 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Profitability (%) | 40.8451 | 40.8451 | 40.8451 | 40.8451 | 40.8451 | 40.8451 |
Ratio Avg Win / Avg Loss | 2.6355 | 3.4447 | 1.8867 | 1.792 | 1.6974 | 1.9147 |
Largest Winning Trade | 192831 | 192831 | 61607 | 799447 | 799447 | 371324 |
Largest Losing Trade | -37016 | -31354 | -37016 | -533030 | -358057 | -533030 |
Avg Bars in Trades | 65 | 62 | 67 | 65 | 62 | 67 |
Avg Bars in Winners | 101 | 100 | 103 | 101 | 100 | 103 |
Avg Bars in Losers | 39 | 36 | 43 | 39 | 36 | 43 |
Bars Traded | 9258 | 4435 | 4823 | 9258 | 4435 | 4823 |
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 | 310388 | -78438 | -221513 | -51709 | -215042 | -165365 |
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{ "first_band": { "type": "ssf", "factors": { "length": 113, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 29, "offset": 0, "std": 3.27559 } } }
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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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