Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 645864.507 | 492323.8739 | 153540.6331 | 395321.2337 | -90770.6565 | 486091.8902 |
Total P&L (%) | 645.8645 | 492.3239 | 153.5406 | 395.3212 | -90.7707 | 486.0919 |
Avg Daily Profit (%) | 0.4386 | 0.3343 | 0.1043 | 0.1087 | -0.1617 | 0.1202 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98824 | -112605 | -49638 | -646370 | -700754 | -393756 |
Profit Factor | 1.9284 | 2.2573 | 1.5049 | 1.1049 | 0.9597 | 1.3207 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 41.8182 | 36.3636 | 47.2727 | 41.8182 | 36.3636 | 47.2727 |
Ratio Avg Win / Avg Loss | 2.6831 | 3.9504 | 1.6786 | 1.5373 | 1.6795 | 1.4731 |
Largest Winning Trade | 343556 | 343556 | 55892 | 546119 | 546119 | 235924 |
Largest Losing Trade | -46222 | -30770 | -46222 | -308800 | -306984 | -308800 |
Avg Bars in Trades | 52 | 55 | 49 | 52 | 55 | 49 |
Avg Bars in Winners | 73 | 70 | 75 | 73 | 70 | 75 |
Avg Bars in Losers | 37 | 46 | 25 | 37 | 46 | 25 |
Bars Traded | 5744 | 3042 | 2702 | 5744 | 3042 | 2702 |
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 | 390597 | -172569 | -232445 | -154759 | -763636 | -213497 |
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{ "first_band": { "type": "ssf", "factors": { "length": 205, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 90, "offset": 0, "std": 2.21994 } } }
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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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