Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1056389.6113 | 914265.9667 | 142123.6446 | 1257872.5373 | 1215142.47 | 42730.0673 |
Total P&L (%) | 1056.3896 | 914.266 | 142.1236 | 1257.8725 | 1215.1425 | 42.7301 |
Avg Daily Profit (%) | 0.4552 | 0.394 | 0.0612 | 0.1125 | 0.1111 | 0.0153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195283 | -144616 | -215785 | -10517495 | -8269812 | -2602089 |
Profit Factor | 1.7951 | 2.3948 | 1.2111 | 1.0633 | 1.1006 | 1.0055 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 82 | 34 | 48 | 82 | 34 | 48 |
Losing Trades | 149 | 81 | 68 | 149 | 81 | 68 |
Profitability (%) | 35.4978 | 29.5652 | 41.3793 | 35.4978 | 29.5652 | 41.3793 |
Ratio Avg Win / Avg Loss | 3.2619 | 5.7053 | 1.7158 | 1.9321 | 2.6221 | 1.4244 |
Largest Winning Trade | 482359 | 482359 | 58097 | 7487304 | 7487304 | 1510784 |
Largest Losing Trade | -37936 | -20801 | -37936 | -1627392 | -1627392 | -1061531 |
Avg Bars in Trades | 59 | 55 | 64 | 59 | 55 | 64 |
Avg Bars in Winners | 116 | 117 | 116 | 116 | 117 | 116 |
Avg Bars in Losers | 28 | 28 | 28 | 28 | 28 | 28 |
Bars Traded | 13820 | 6340 | 7480 | 13820 | 6340 | 7480 |
Profit Streak | 17.6533 | 0 | 19.4866 | 17.6533 | 0 | 19.4866 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351351 | 155349 | -113537 | -196111 | -162946 | -391887 |
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{ "first_band": { "type": "ssf", "factors": { "length": 167, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 165, "offset": 155, "std": 4.64813 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 167, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 165, "offset": 155, "std": 4.64813 } } }
# | 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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