Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 591209.4153 | 510144.4143 | 81065.001 | 384545.9465 | -219223.7132 | 603769.6596 |
Total P&L (%) | 591.2094 | 510.1444 | 81.065 | 384.5459 | -219.2237 | 603.7697 |
Avg Daily Profit (%) | 0.3051 | 0.2633 | 0.0418 | 0.0815 | 0 | 0.1008 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110249 | -93932 | -58744 | -779835 | -996027 | -238382 |
Profit Factor | 1.9076 | 2.2954 | 1.3147 | 1.1152 | 0.9013 | 1.5413 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 38.5321 | 36.3636 | 40.7407 | 38.5321 | 36.3636 | 40.7407 |
Ratio Avg Win / Avg Loss | 3.043 | 4.017 | 1.9123 | 1.779 | 1.5774 | 2.2419 |
Largest Winning Trade | 322770 | 322770 | 43208 | 498579 | 498579 | 318654 |
Largest Losing Trade | -34402 | -34402 | -25116 | -360153 | -360153 | -139457 |
Avg Bars in Trades | 34 | 37 | 32 | 34 | 37 | 32 |
Avg Bars in Winners | 56 | 58 | 54 | 56 | 58 | 54 |
Avg Bars in Losers | 21 | 25 | 16 | 21 | 25 | 16 |
Bars Traded | 3798 | 2053 | 1746 | 3798 | 2053 | 1746 |
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 | 301977 | -172687 | -319391 | -181012 | -763636 | -239026 |
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{ "first_band": { "type": "ssf", "factors": { "length": 130, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 206, "offset": 0, "std": 1.3994 } } }
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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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