Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71437.5265 | 47938.9269 | 23498.5995 | 37935.4845 | 46691.2894 | -8755.8049 |
Total P&L (%) | 71.4375 | 47.9389 | 23.4986 | 37.9355 | 46.6913 | -8.7558 |
Avg Daily Profit (%) | 0.5143 | 0.3451 | 0.1692 | 0.2318 | 0.2762 | -0.0659 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53170 | -30440 | -50241 | -62169 | -26420 | -60329 |
Profit Factor | 1.3568 | 1.6151 | 1.1921 | 1.179 | 1.6603 | 0.938 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 65.1786 | 62.5 | 67.8571 | 65.1786 | 62.5 | 67.8571 |
Ratio Avg Win / Avg Loss | 0.7249 | 0.9691 | 0.5647 | 0.6299 | 0.9962 | 0.4443 |
Largest Winning Trade | 26043 | 26043 | 12721 | 22958 | 22958 | 10982 |
Largest Losing Trade | -50241 | -18342 | -50241 | -60329 | -16625 | -60329 |
Avg Bars in Trades | 116 | 113 | 118 | 116 | 113 | 118 |
Avg Bars in Winners | 92 | 92 | 92 | 92 | 92 | 92 |
Avg Bars in Losers | 160 | 150 | 172 | 160 | 150 | 172 |
Bars Traded | 12997 | 6372 | 6625 | 12997 | 6372 | 6625 |
Profit Streak | 129.7395 | 129.7395 | 129.8749 | 129.7395 | 129.7395 | 129.8749 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393830 | -171632 | -186598 | -17894 | -172244 | -759340 |
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{ "first_band": { "type": "ssf", "factors": { "length": 184, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 144, "offset": 0, "std": 4.1248 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 184, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 144, "offset": 0, "std": 4.1248 } } }
# | 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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