Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 766477.3478 | 712121.7658 | 54355.582 | 816580.087 | 852112.2937 | -35532.2066 |
Total P&L (%) | 766.4773 | 712.1218 | 54.3556 | 816.5801 | 852.1123 | -35.5322 |
Avg Daily Profit (%) | 0.423 | 0.393 | 0.03 | 0.1223 | 0.1244 | -0.0242 |
Buy And Hold Return (%) | 292.6921 | 292.6921 | 292.6921 | 292.6921 | 292.6921 | 292.6921 |
Max Trade Drawdown | -77913 | -71430 | -57254 | -1416728 | -1229227 | -620614 |
Profit Factor | 2.5449 | 3.4652 | 1.2623 | 1.189 | 1.3301 | 0.9796 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 41.2698 | 38.7097 | 43.75 | 41.2698 | 38.7097 | 43.75 |
Ratio Avg Win / Avg Loss | 3.6216 | 5.4865 | 1.6229 | 1.692 | 2.1059 | 1.2594 |
Largest Winning Trade | 385273 | 385273 | 61680 | 1173227 | 1173227 | 373059 |
Largest Losing Trade | -50293 | -50293 | -39460 | -565119 | -565119 | -411756 |
Avg Bars in Trades | 83 | 81 | 84 | 83 | 81 | 84 |
Avg Bars in Winners | 127 | 147 | 111 | 127 | 147 | 111 |
Avg Bars in Losers | 51 | 39 | 64 | 51 | 39 | 64 |
Bars Traded | 5238 | 2519 | 2719 | 5238 | 2519 | 2719 |
Profit Streak | 0 | 120.6694 | 0 | 0 | 120.6694 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143327 | 304101 | -320085 | -198765 | -32142 | -581574 |
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{ "first_band": { "type": "ssf", "factors": { "length": 151, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 71, "offset": 0, "std": 2.21988 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 151, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 71, "offset": 0, "std": 2.21988 } } }
# | 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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