Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2367657.9945 | 2382014.5476 | -14356.5531 | 265733.3954 | 2574423.1584 | -2308689.7629 |
Total P&L (%) | 2367.658 | 2382.0145 | -14.3566 | 265.7334 | 2574.4232 | -2308.6898 |
Avg Daily Profit (%) | 1.3263 | 1.3343 | -0.008 | 0.0727 | 0.1843 | 0 |
Buy And Hold Return (%) | 397.7386 | 397.7386 | 397.7386 | 397.7386 | 397.7386 | 397.7386 |
Max Trade Drawdown | -298626 | -308236 | -33032 | -16364963 | -14769618 | -3017543 |
Profit Factor | 4.9123 | 5.9439 | 0.8836 | 1.0129 | 1.1583 | 0.4584 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 31.9588 | 25 | 38.7755 | 31.9588 | 25 | 38.7755 |
Ratio Avg Win / Avg Loss | 10.4585 | 17.8316 | 1.3952 | 2.1566 | 3.4748 | 0.7238 |
Largest Winning Trade | 1796756 | 1796756 | 21477 | 9604087 | 9604087 | 669913 |
Largest Losing Trade | -50595 | -50595 | -11475 | -3278797 | -3278797 | -994330 |
Avg Bars in Trades | 106 | 206 | 7 | 106 | 206 | 7 |
Avg Bars in Winners | 199 | 493 | 13 | 199 | 493 | 13 |
Avg Bars in Losers | 62 | 110 | 4 | 62 | 110 | 4 |
Bars Traded | 10296 | 9910 | 386 | 10296 | 9910 | 386 |
Profit Streak | 0 | 96.3605 | 0 | 0 | 96.3605 | 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 | 500318 | -8001 | -583102 | -473630 | -67201 | -584769 |
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{ "first_band": { "type": "bbl", "factors": { "length": 222, "offset": 0, "std": 2.20448 } }, "second_band": { "type": "ssf", "factors": { "length": 9, "offset": 0, "poles": 3 } } }
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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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