Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 490188.4701 | 415759.7432 | 74428.7269 | 358442.6338 | 216062.055 | 142380.5788 |
Total P&L (%) | 490.1885 | 415.7597 | 74.4287 | 358.4426 | 216.0621 | 142.3806 |
Avg Daily Profit (%) | 0.258 | 0.2188 | 0.0392 | 0.0802 | 0.0606 | 0.0466 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140110 | -144018 | -55540 | -1585044 | -1641481 | -420480 |
Profit Factor | 1.4122 | 1.4918 | 1.2165 | 1.0492 | 1.0395 | 1.0779 |
Total Trades | 306 | 153 | 153 | 306 | 153 | 153 |
Winning Trades | 221 | 114 | 107 | 221 | 114 | 107 |
Losing Trades | 85 | 39 | 46 | 85 | 39 | 46 |
Profitability (%) | 72.2222 | 74.5098 | 69.9346 | 72.2222 | 74.5098 | 69.9346 |
Ratio Avg Win / Avg Loss | 0.5432 | 0.5104 | 0.523 | 0.4035 | 0.3556 | 0.4634 |
Largest Winning Trade | 83244 | 83244 | 19619 | 484583 | 484583 | 97913 |
Largest Losing Trade | -59376 | -59376 | -35015 | -553524 | -553524 | -409849 |
Avg Bars in Trades | 73 | 134 | 12 | 73 | 134 | 12 |
Avg Bars in Winners | 30 | 52 | 7 | 30 | 52 | 7 |
Avg Bars in Losers | 184 | 375 | 23 | 184 | 375 | 23 |
Bars Traded | 22554 | 20641 | 1913 | 22554 | 20641 | 1913 |
Profit Streak | 9.7199 | 0 | 90.7199 | 9.7199 | 0 | 90.7199 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445159 | 388617 | -138194 | -248880 | -287306 | -262641 |
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{ "first_band": { "type": "ssf", "factors": { "length": 13, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 196, "offset": 0, "std": 1.86274 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 13, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 196, "offset": 0, "std": 1.86274 } } }
# | 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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