Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1126793.4926 | 1066933.7979 | 59859.6947 | 215865.1059 | -148495.1119 | 364360.2178 |
Total P&L (%) | 1126.7935 | 1066.9338 | 59.8597 | 215.8651 | -148.4951 | 364.3602 |
Avg Daily Profit (%) | 0.4791 | 0.4536 | 0.0255 | 0.0489 | 0 | 0.0653 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -224629 | -57428 | -205018 | -559262 | -331262 | -227999 |
Profit Factor | 2.7823 | 4.6594 | 1.1757 | 1.1895 | 0.7688 | 1.7329 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 31.9444 | 30.5556 | 33.3333 | 31.9444 | 30.5556 | 33.3333 |
Ratio Avg Win / Avg Loss | 5.9276 | 10.5895 | 2.3515 | 2.5341 | 1.7472 | 3.4657 |
Largest Winning Trade | 1073990 | 1073990 | 62578 | 320544 | 122089 | 320544 |
Largest Losing Trade | -48656 | -27797 | -48656 | -162303 | -162303 | -160204 |
Avg Bars in Trades | 62 | 51 | 73 | 62 | 51 | 73 |
Avg Bars in Winners | 135 | 106 | 161 | 135 | 106 | 161 |
Avg Bars in Losers | 27 | 26 | 28 | 27 | 26 | 28 |
Bars Traded | 4477 | 1843 | 2634 | 4477 | 1843 | 2634 |
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 | -75066 | 366726 | -192147 | -229402 | -585564 | -108930 |
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{ "first_band": { "type": "ssf", "factors": { "length": 201, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 8, "offset": 0, "std": 4.44952 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 201, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 8, "offset": 0, "std": 4.44952 } } }
# | 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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