Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 266121.9312 | 300123.856 | -34001.9248 | -72070.1774 | -117021.835 | 44951.6576 |
Total P&L (%) | 266.1219 | 300.1239 | -34.0019 | -72.0702 | -117.0218 | 44.9517 |
Avg Daily Profit (%) | 0.1503 | 0.1695 | -0.0192 | -0.072 | 0 | 0.021 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178240 | -163793 | -116477 | -421085 | -392279 | -53487 |
Profit Factor | 1.2835 | 1.5817 | 0.9196 | 0.9222 | 0.8139 | 1.1513 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 91 | 48 | 43 | 91 | 48 | 43 |
Losing Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Profitability (%) | 55.8282 | 59.2593 | 52.439 | 55.8282 | 59.2593 | 52.439 |
Ratio Avg Win / Avg Loss | 1.0155 | 1.0874 | 0.834 | 0.7296 | 0.5596 | 1.0442 |
Largest Winning Trade | 98166 | 98166 | 34803 | 128002 | 128002 | 60560 |
Largest Losing Trade | -74692 | -74692 | -43575 | -168943 | -168943 | -43575 |
Avg Bars in Trades | 42 | 70 | 14 | 42 | 70 | 14 |
Avg Bars in Winners | 24 | 33 | 14 | 24 | 33 | 14 |
Avg Bars in Losers | 64 | 123 | 14 | 64 | 123 | 14 |
Bars Traded | 6870 | 5687 | 1183 | 6870 | 5687 | 1183 |
Profit Streak | 11.4306 | 11.4306 | 70.4306 | 11.4306 | 11.4306 | 70.4306 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371169 | -680 | -583264 | -577646 | -590624 | -223207 |
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{ "first_band": { "type": "bbl", "factors": { "length": 219, "offset": 0, "std": 4.89877 } }, "second_band": { "type": "ssf", "factors": { "length": 238, "offset": 0, "poles": 3 } } }
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# | 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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