Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 11089604.1605 | 11110558.1246 | -20953.964 | 3278821.2107 | 4655813.6977 | -1376992.487 |
Total P&L (%) | 11089.6042 | 11110.5581 | -20.954 | 3278.8212 | 4655.8137 | -1376.9925 |
Avg Daily Profit (%) | 5.9364 | 5.9476 | -0.0112 | 0.1886 | 0.2069 | 0 |
Buy And Hold Return (%) | 6309.116 | 6309.116 | 6309.116 | 6309.116 | 6309.116 | 6309.116 |
Max Trade Drawdown | -197409 | -193016 | -60614 | -4675144 | -4180568 | -1577702 |
Profit Factor | 19.5276 | 26.4087 | 0.8701 | 1.2639 | 1.5438 | 0.6436 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 47.191 | 47.7273 | 46.6667 | 47.191 | 47.7273 | 46.6667 |
Ratio Avg Win / Avg Loss | 21.8524 | 28.9238 | 0.9944 | 1.4144 | 1.6909 | 0.7356 |
Largest Winning Trade | 10839650 | 10839650 | 20564 | 4950228 | 4950228 | 319073 |
Largest Losing Trade | -54688 | -54688 | -19869 | -1448804 | -1448804 | -809084 |
Avg Bars in Trades | 243 | 465 | 26 | 243 | 465 | 26 |
Avg Bars in Winners | 352 | 668 | 36 | 352 | 668 | 36 |
Avg Bars in Losers | 145 | 280 | 17 | 145 | 280 | 17 |
Bars Traded | 21661 | 20490 | 1171 | 21661 | 20490 | 1171 |
Profit Streak | 0 | 175.2347 | 0 | 0 | 175.2347 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 544070 | 580821 | -581730 | -158829 | -154851 | -581730 |
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{ "first_band": { "type": "ssf", "factors": { "length": 248, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 231, "offset": 0, "std": 3.28185 } } }
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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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