Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 841720.0383 | 878348.9018 | -36628.8635 | -83880.5041 | 27291.6932 | -111172.1973 |
Total P&L (%) | 841.72 | 878.3489 | -36.6289 | -83.8805 | 27.2917 | -111.1722 |
Avg Daily Profit (%) | 0.358 | 0.3735 | -0.0156 | -0.0776 | 0.0103 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159691 | -138455 | -216130 | -146603 | -79208 | -200039 |
Profit Factor | 1.9164 | 2.923 | 0.9207 | 0.8213 | 1.1346 | 0.5833 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 35 | 13 | 22 | 35 | 13 | 22 |
Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
Profitability (%) | 38.0435 | 28.2609 | 47.8261 | 38.0435 | 28.2609 | 47.8261 |
Ratio Avg Win / Avg Loss | 3.1209 | 7.4199 | 1.0044 | 1.3376 | 2.8802 | 0.6363 |
Largest Winning Trade | 925313 | 925313 | 56896 | 114140 | 114140 | 50344 |
Largest Losing Trade | -64610 | -42294 | -64610 | -91931 | -28084 | -91931 |
Avg Bars in Trades | 100 | 94 | 107 | 100 | 94 | 107 |
Avg Bars in Winners | 159 | 175 | 150 | 159 | 175 | 150 |
Avg Bars in Losers | 64 | 62 | 67 | 64 | 62 | 67 |
Bars Traded | 9274 | 4338 | 4936 | 9274 | 4338 | 4936 |
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 | 310399 | -266 | -579883 | -583515 | -269168 | -581549 |
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{ "first_band": { "type": "ssf", "factors": { "length": 175, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 74, "offset": 0, "std": 1.24901 } } }
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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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