Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 53434.5373 | 34914.3372 | 18520.2001 | 56088.969 | 35200.0359 | 20888.9331 |
Total P&L (%) | 53.4345 | 34.9143 | 18.5202 | 56.089 | 35.2 | 20.8889 |
Avg Daily Profit (%) | 0.6155 | 0.4022 | 0.2133 | 0.5142 | 0.348 | 0.2188 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33384 | -17605 | -19293 | -58363 | -29031 | -31853 |
Profit Factor | 1.4307 | 1.4891 | 1.3515 | 1.2895 | 1.3187 | 1.2509 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 45.1923 | 44.2308 | 46.1538 | 45.1923 | 44.2308 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.735 | 1.8775 | 1.5768 | 1.5639 | 1.6627 | 1.4593 |
Largest Winning Trade | 19324 | 19324 | 12182 | 22677 | 22677 | 17385 |
Largest Losing Trade | -7294 | -7294 | -6595 | -13159 | -13159 | -11903 |
Avg Bars in Trades | 236 | 262 | 211 | 236 | 262 | 211 |
Avg Bars in Winners | 380 | 438 | 325 | 380 | 438 | 325 |
Avg Bars in Losers | 118 | 122 | 113 | 118 | 122 | 113 |
Bars Traded | 24623 | 13643 | 10979 | 24623 | 13643 | 10979 |
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 | 306794 | -175220 | -182128 | 250950 | -176699 | -182229 |
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{ "first_band": { "type": "ssf", "factors": { "length": 243, "offset": 95, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 155, "offset": 0, "std": 4.04434 } } }
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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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