Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276702.0575 | 170594.5548 | 106107.5026 | -59112.5286 | -267851.2679 | 208738.7393 |
Total P&L (%) | 276.7021 | 170.5946 | 106.1075 | -59.1125 | -267.8513 | 208.7387 |
Avg Daily Profit (%) | 0.152 | 0.0937 | 0.0583 | -0.0491 | 0 | 0.062 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -249311 | -178563 | -163822 | -1747646 | -1563657 | -878653 |
Profit Factor | 1.2321 | 1.2718 | 1.188 | 0.9878 | 0.9015 | 1.0985 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 138 | 59 | 79 | 138 | 59 | 79 |
Losing Trades | 134 | 77 | 57 | 134 | 77 | 57 |
Profitability (%) | 50.7353 | 43.3824 | 58.0882 | 50.7353 | 43.3824 | 58.0882 |
Ratio Avg Win / Avg Loss | 1.1964 | 1.6598 | 0.8572 | 0.9592 | 1.1765 | 0.7926 |
Largest Winning Trade | 120735 | 120735 | 55200 | 577791 | 577791 | 400002 |
Largest Losing Trade | -72427 | -32565 | -72427 | -413875 | -314791 | -413875 |
Avg Bars in Trades | 79 | 73 | 85 | 79 | 73 | 85 |
Avg Bars in Winners | 89 | 84 | 92 | 89 | 84 | 92 |
Avg Bars in Losers | 69 | 65 | 74 | 69 | 65 | 74 |
Bars Traded | 21603 | 10037 | 11566 | 21603 | 10037 | 11566 |
Profit Streak | 0 | 53.199 | 0 | 0 | 53.199 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302330 | -68176 | -129623 | -579259 | -580470 | -223199 |
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{ "first_band": { "type": "bbm", "factors": { "length": 219, "offset": 0, "std": 2.42975 } }, "second_band": { "type": "ssf", "factors": { "length": 122, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 219, "offset": 0, "std": 2.42975 } }, "second_band": { "type": "ssf", "factors": { "length": 122, "offset": 0, "poles": 3 } } }
# | 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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