Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 565710.2338 | 458126.994 | 107583.2399 | 364278.2803 | -206103.4079 | 570381.6882 |
Total P&L (%) | 565.7102 | 458.127 | 107.5832 | 364.2783 | -206.1034 | 570.3817 |
Avg Daily Profit (%) | 0.3194 | 0.2587 | 0.0607 | 0.0867 | 0 | 0.1075 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167085 | -160866 | -65119 | -1533201 | -1550525 | -235463 |
Profit Factor | 1.8271 | 1.9134 | 1.5897 | 1.0758 | 0.9478 | 1.6648 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 80 | 42 | 38 | 80 | 42 | 38 |
Losing Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Profitability (%) | 66.1157 | 70 | 62.2951 | 66.1157 | 70 | 62.2951 |
Ratio Avg Win / Avg Loss | 0.9364 | 0.82 | 0.9622 | 0.5513 | 0.4062 | 1.0077 |
Largest Winning Trade | 126469 | 126469 | 22847 | 456843 | 456843 | 176680 |
Largest Losing Trade | -72636 | -72636 | -21476 | -828396 | -828396 | -235463 |
Avg Bars in Trades | 28 | 53 | 4 | 28 | 53 | 4 |
Avg Bars in Winners | 15 | 26 | 3 | 15 | 26 | 3 |
Avg Bars in Losers | 54 | 117 | 5 | 54 | 117 | 5 |
Bars Traded | 3483 | 3224 | 259 | 3483 | 3224 | 259 |
Profit Streak | 72.301 | 76.301 | 72.301 | 72.301 | 76.301 | 72.301 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 499001 | -156645 | -270464 | -211871 | -746401 | -205865 |
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{ "first_band": { "type": "bbl", "factors": { "length": 160, "offset": 0, "std": 4.90381 } }, "second_band": { "type": "ssf", "factors": { "length": 107, "offset": 0, "poles": 2 } } }
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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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