Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 434057.3002 | 333057.8479 | 100999.4523 | 45174.0654 | -43537.3051 | 88711.3705 |
Total P&L (%) | 434.0573 | 333.0578 | 100.9995 | 45.1741 | -43.5373 | 88.7114 |
Avg Daily Profit (%) | 0.2477 | 0.19 | 0.0576 | 0.0213 | -0.0326 | 0.0362 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102058 | -94785 | -50284 | -227617 | -158676 | -83596 |
Profit Factor | 1.8444 | 2.2092 | 1.4233 | 1.0726 | 0.881 | 1.3465 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 46.7742 | 41.9355 | 51.6129 | 46.7742 | 41.9355 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.0988 | 3.0588 | 1.3344 | 1.2206 | 1.2198 | 1.2624 |
Largest Winning Trade | 198099 | 198099 | 63248 | 115793 | 115793 | 72738 |
Largest Losing Trade | -83391 | -36922 | -83391 | -84927 | -84927 | -83391 |
Avg Bars in Trades | 83 | 69 | 96 | 83 | 69 | 96 |
Avg Bars in Winners | 125 | 118 | 131 | 125 | 118 | 131 |
Avg Bars in Losers | 46 | 34 | 60 | 46 | 34 | 60 |
Bars Traded | 5161 | 2157 | 3004 | 5161 | 2157 | 3004 |
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 | -148225 | 308288 | -114964 | -466574 | -582287 | -143949 |
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{ "first_band": { "type": "ssf", "factors": { "length": 183, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 175, "offset": 222, "std": 3.69888 } } }
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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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