Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 613390.7673 | 489076.0067 | 124314.7607 | 849632.4662 | 557651.0329 | 291981.4333 |
Total P&L (%) | 613.3908 | 489.076 | 124.3148 | 849.6325 | 557.651 | 291.9814 |
Avg Daily Profit (%) | 0.2445 | 0.1949 | 0.0496 | 0.0898 | 0.0751 | 0.0545 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169380 | -166546 | -58442 | -1530557 | -1176977 | -580773 |
Profit Factor | 2.0257 | 2.3445 | 1.5307 | 1.2388 | 1.2308 | 1.2558 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 50.5051 | 44.898 | 56 | 50.5051 | 44.898 | 56 |
Ratio Avg Win / Avg Loss | 1.9852 | 2.8773 | 1.2027 | 1.2141 | 1.5106 | 0.9867 |
Largest Winning Trade | 228190 | 228190 | 52696 | 922473 | 922473 | 135036 |
Largest Losing Trade | -31467 | -31467 | -27513 | -394514 | -394514 | -287271 |
Avg Bars in Trades | 97 | 156 | 39 | 97 | 156 | 39 |
Avg Bars in Winners | 114 | 206 | 42 | 114 | 206 | 42 |
Avg Bars in Losers | 78 | 114 | 34 | 78 | 114 | 34 |
Bars Traded | 9609 | 7646 | 1963 | 9609 | 7646 | 1963 |
Profit Streak | 90.4679 | 96.2179 | 90.4679 | 90.4679 | 96.2179 | 90.4679 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504017 | 400097 | -303561 | -71264 | -92405 | -300355 |
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{ "first_band": { "type": "ssf", "factors": { "length": 33, "offset": 120, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 193, "offset": 0, "std": 4.75296 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 33, "offset": 120, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 193, "offset": 0, "std": 4.75296 } } }
# | 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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