Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560638.4507 | 336493.6006 | 224144.85 | 3139446.7624 | 3260597.7346 | -121150.9722 |
Total P&L (%) | 560.6385 | 336.4936 | 224.1449 | 3139.4468 | 3260.5977 | -121.151 |
Avg Daily Profit (%) | 0.3312 | 0.1988 | 0.1324 | 0.2056 | 0.2078 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61874 | -71220 | -60154 | -3491024 | -944649 | -3261114 |
Profit Factor | 1.9154 | 2.1316 | 1.7113 | 1.35 | 1.996 | 0.9787 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 59 | 25 | 34 | 59 | 25 | 34 |
Losing Trades | 92 | 50 | 42 | 92 | 50 | 42 |
Profitability (%) | 39.0728 | 33.3333 | 44.7368 | 39.0728 | 33.3333 | 44.7368 |
Ratio Avg Win / Avg Loss | 2.9867 | 4.2633 | 2.1139 | 2.105 | 3.9919 | 1.209 |
Largest Winning Trade | 108847 | 108847 | 50174 | 1265399 | 1265399 | 1129895 |
Largest Losing Trade | -28079 | -16721 | -28079 | -1264752 | -385718 | -1264752 |
Avg Bars in Trades | 66 | 62 | 70 | 66 | 62 | 70 |
Avg Bars in Winners | 111 | 108 | 112 | 111 | 108 | 112 |
Avg Bars in Losers | 38 | 38 | 37 | 38 | 38 | 37 |
Bars Traded | 10057 | 4663 | 5394 | 10057 | 4663 | 5394 |
Profit Streak | 0 | 44.4956 | 0 | 0 | 44.4956 | 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 | 336148 | -51220 | -64541 | 220617 | -50987 | -630616 |
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{ "first_band": { "type": "ssf", "factors": { "length": 133, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 19, "offset": 0, "std": 1.95884 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 133, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 19, "offset": 0, "std": 1.95884 } } }
# | 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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