Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284783.6253 | 341873.094 | -57089.4688 | -167649.2753 | -97079.4109 | -70569.8644 |
Total P&L (%) | 284.7836 | 341.8731 | -57.0895 | -167.6493 | -97.0794 | -70.5699 |
Avg Daily Profit (%) | 0.1554 | 0.1865 | -0.0311 | 0 | -0.1926 | -0.0667 |
Buy And Hold Return (%) | 68.487 | 68.487 | 68.487 | 68.487 | 68.487 | 68.487 |
Max Trade Drawdown | -177136 | -66796 | -231992 | -341494 | -131327 | -266641 |
Profit Factor | 1.265 | 1.8418 | 0.9146 | 0.8231 | 0.7712 | 0.8651 |
Total Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Winning Trades | 128 | 61 | 67 | 84 | 46 | 38 |
Losing Trades | 81 | 43 | 38 | 125 | 58 | 67 |
Profitability (%) | 61.244 | 58.6538 | 63.8095 | 40.1914 | 44.2308 | 36.1905 |
Ratio Avg Win / Avg Loss | 0.8005 | 1.2983 | 0.5187 | 1.2248 | 0.9724 | 1.5253 |
Largest Winning Trade | 41196 | 41196 | 32474 | 167734 | 35212 | 167734 |
Largest Losing Trade | -144271 | -35458 | -144271 | -74422 | -36521 | -74422 |
Avg Bars in Trades | 103 | 103 | 103 | 103 | 103 | 103 |
Avg Bars in Winners | 76 | 77 | 76 | 132 | 130 | 135 |
Avg Bars in Losers | 145 | 139 | 152 | 83 | 81 | 85 |
Bars Traded | 21586 | 10713 | 10873 | 21586 | 10713 | 10873 |
Profit Streak | 13.5783 | 0 | 54.495 | 0 | 31.0783 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 234519 | 338168 | -577857 | -581831 | -582758 | -583645 |
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{ "first_band": { "type": "ssf", "factors": { "length": 168, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 117, "offset": 0, "std": 1.20329 } } }
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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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