Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 553591.8093 | 499947.4123 | 53644.397 | 273530.2605 | 674279.5766 | -400749.3161 |
Total P&L (%) | 553.5918 | 499.9474 | 53.6444 | 273.5303 | 674.2796 | -400.7493 |
Avg Daily Profit (%) | 0.2802 | 0.253 | 0.0271 | 0.0667 | 0.1036 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -270121 | -183432 | -95950 | -4902802 | -4044405 | -2359968 |
Profit Factor | 1.8201 | 2.4451 | 1.163 | 1.0263 | 1.1206 | 0.9166 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 39.5604 | 39.1304 | 40 | 39.5604 | 39.1304 | 40 |
Ratio Avg Win / Avg Loss | 2.7807 | 3.8035 | 1.7445 | 1.568 | 1.7431 | 1.3749 |
Largest Winning Trade | 203270 | 203270 | 59782 | 1889653 | 1699293 | 1889653 |
Largest Losing Trade | -54653 | -54653 | -47884 | -2760325 | -2760325 | -920259 |
Avg Bars in Trades | 127 | 121 | 133 | 127 | 121 | 133 |
Avg Bars in Winners | 198 | 177 | 219 | 198 | 177 | 219 |
Avg Bars in Losers | 81 | 85 | 76 | 81 | 85 | 76 |
Bars Traded | 11592 | 5590 | 6001 | 11592 | 5590 | 6001 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300918 | 308876 | -201626 | -298151 | -145157 | -582934 |
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{ "first_band": { "type": "ssf", "factors": { "length": 217, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 77, "offset": 0, "std": 2.59542 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 217, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 77, "offset": 0, "std": 2.59542 } } }
# | 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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