Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 9215994.8848 | 9159849.7252 | 56145.1596 | 10057471.6547 | 7776471.3024 | 2281000.3523 |
Total P&L (%) | 9215.9949 | 9159.8497 | 56.1452 | 10057.4717 | 7776.4713 | 2281.0004 |
Avg Daily Profit (%) | 4.6949 | 4.6663 | 0.0286 | 0.2357 | 0.2227 | 0.1616 |
Buy And Hold Return (%) | 1689.6226 | 1689.6226 | 1689.6226 | 1689.6226 | 1689.6226 | 1689.6226 |
Max Trade Drawdown | -105380 | -41263 | -47212 | -9674161 | -6942005 | -5044964 |
Profit Factor | 21.8875 | 39.8182 | 1.2735 | 1.3255 | 1.4511 | 1.1669 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 46.5517 | 44.8276 | 48.2759 | 46.5517 | 44.8276 | 48.2759 |
Ratio Avg Win / Avg Loss | 25.1301 | 49.0071 | 1.3645 | 1.5218 | 1.786 | 1.2503 |
Largest Winning Trade | 9046737 | 9046737 | 59081 | 8822899 | 8822899 | 3608595 |
Largest Losing Trade | -37204 | -37011 | -37204 | -5044964 | -3660734 | -5044964 |
Avg Bars in Trades | 197 | 297 | 97 | 197 | 297 | 97 |
Avg Bars in Winners | 296 | 476 | 129 | 296 | 476 | 129 |
Avg Bars in Losers | 110 | 151 | 67 | 110 | 151 | 67 |
Bars Traded | 11445 | 8622 | 2823 | 11445 | 8622 | 2823 |
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 | -157399 | 768705 | -321251 | -171845 | 237489 | -86805 |
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{ "first_band": { "type": "ssf", "factors": { "length": 223, "offset": 140, "poles": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 99, "offset": 0, "std": 2.57401 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 223, "offset": 140, "poles": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 99, "offset": 0, "std": 2.57401 } } }
# | 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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