Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 491804.7619 | 408394.3554 | 83410.4064 | 65396.8472 | 16127.6599 | 49269.1873 |
Total P&L (%) | 491.8048 | 408.3944 | 83.4104 | 65.3968 | 16.1277 | 49.2692 |
Avg Daily Profit (%) | 0.2822 | 0.2344 | 0.0479 | 0.0289 | 0.0086 | 0.023 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126252 | -127553 | -119977 | -110629 | -76041 | -70984 |
Profit Factor | 1.6341 | 1.9872 | 1.2305 | 1.122 | 1.0576 | 1.1924 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Profitability (%) | 45.045 | 43.6364 | 46.4286 | 45.045 | 43.6364 | 46.4286 |
Ratio Avg Win / Avg Loss | 1.9936 | 2.5668 | 1.4198 | 1.3688 | 1.366 | 1.3759 |
Largest Winning Trade | 248855 | 248855 | 60240 | 64011 | 57614 | 64011 |
Largest Losing Trade | -73040 | -37624 | -73040 | -52890 | -52890 | -51035 |
Avg Bars in Trades | 30 | 26 | 35 | 30 | 26 | 35 |
Avg Bars in Winners | 40 | 34 | 44 | 40 | 34 | 44 |
Avg Bars in Losers | 23 | 19 | 27 | 23 | 19 | 27 |
Bars Traded | 3426 | 1441 | 1985 | 3426 | 1441 | 1985 |
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 | 352302 | -170562 | -310767 | -242617 | -530302 | -353855 |
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{ "first_band": { "type": "bbm", "factors": { "length": 35, "offset": 0, "std": 1.88943 } }, "second_band": { "type": "ssf", "factors": { "length": 59, "offset": 0, "poles": 2 } } }
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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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