Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389200.2581 | 366879.7827 | 22320.4754 | 62772.1335 | 370548.2606 | -307776.1272 |
Total P&L (%) | 389.2003 | 366.8798 | 22.3205 | 62.7721 | 370.5483 | -307.7761 |
Avg Daily Profit (%) | 0.2405 | 0.2267 | 0.0138 | 0.0301 | 0.0958 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -213277 | -176485 | -131348 | -758265 | -389437 | -535675 |
Profit Factor | 1.3846 | 1.7313 | 1.0437 | 1.0231 | 1.2784 | 0.7785 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Losing Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Profitability (%) | 41.5789 | 42.1053 | 41.0526 | 41.5789 | 42.1053 | 41.0526 |
Ratio Avg Win / Avg Loss | 1.9455 | 2.3806 | 1.4987 | 1.4375 | 1.7577 | 1.1178 |
Largest Winning Trade | 201323 | 201323 | 45623 | 294758 | 294758 | 133320 |
Largest Losing Trade | -42214 | -35399 | -42214 | -315321 | -128717 | -315321 |
Avg Bars in Trades | 100 | 97 | 102 | 100 | 97 | 102 |
Avg Bars in Winners | 147 | 144 | 150 | 147 | 144 | 150 |
Avg Bars in Losers | 66 | 64 | 69 | 66 | 64 | 69 |
Bars Traded | 19063 | 9309 | 9754 | 19063 | 9309 | 9754 |
Profit Streak | 502.5458 | 508.8792 | 0 | 502.5458 | 508.8792 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 287421 | 300413 | -355943 | -349978 | -66843 | -582891 |
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{ "first_band": { "type": "bbm", "factors": { "length": 129, "offset": 0, "std": 3.66695 } }, "second_band": { "type": "ssf", "factors": { "length": 102, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 129, "offset": 0, "std": 3.66695 } }, "second_band": { "type": "ssf", "factors": { "length": 102, "offset": 0, "poles": 3 } } }
# | 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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