Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2600376.5101 | 2412110.2711 | 188266.239 | 5032814.8642 | -2050218.4542 | 7083033.3184 |
Total P&L (%) | 2600.3765 | 2412.1103 | 188.2662 | 5032.8149 | -2050.2185 | 7083.0333 |
Avg Daily Profit (%) | 1.1213 | 1.0402 | 0.0812 | 0.17 | 0 | 0.1845 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152667 | -153025 | -114697 | -9283025 | -13528504 | -6123060 |
Profit Factor | 4.5303 | 6.8306 | 1.5831 | 1.1306 | 0.9188 | 1.5332 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 43.5897 | 38.4615 | 48.7179 | 43.5897 | 38.4615 | 48.7179 |
Ratio Avg Win / Avg Loss | 5.8628 | 10.9289 | 1.6664 | 1.4631 | 1.4701 | 1.6138 |
Largest Winning Trade | 2110033 | 2110033 | 61247 | 4435792 | 4435792 | 4198904 |
Largest Losing Trade | -59302 | -59302 | -42426 | -6555622 | -6555622 | -2289792 |
Avg Bars in Trades | 87 | 92 | 81 | 87 | 92 | 81 |
Avg Bars in Winners | 123 | 133 | 114 | 123 | 133 | 114 |
Avg Bars in Losers | 59 | 66 | 50 | 59 | 66 | 50 |
Bars Traded | 6799 | 3606 | 3193 | 6799 | 3606 | 3193 |
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 | -20375 | 627701 | -82114 | -110353 | -583577 | 361691 |
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{ "first_band": { "type": "ssf", "factors": { "length": 173, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 99, "offset": 0, "std": 3.00552 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 173, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 99, "offset": 0, "std": 3.00552 } } }
# | 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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