Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1867435.3741 | 1765696.0199 | 101739.3542 | 6640324.1659 | 3472036.9256 | 3168287.2403 |
Total P&L (%) | 1867.4354 | 1765.696 | 101.7394 | 6640.3242 | 3472.0369 | 3168.2872 |
Avg Daily Profit (%) | 0.8224 | 0.7776 | 0.0448 | 0.1856 | 0.1576 | 0.1537 |
Buy And Hold Return (%) | 332.4841 | 332.4841 | 332.4841 | 332.4841 | 332.4841 | 332.4841 |
Max Trade Drawdown | -127661 | -56639 | -105504 | -4991968 | -5095914 | -3414010 |
Profit Factor | 4.4729 | 7.641 | 1.3743 | 1.2374 | 1.2416 | 1.2331 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 37.8947 | 33.3333 | 42.5532 | 37.8947 | 33.3333 | 42.5532 |
Ratio Avg Win / Avg Loss | 7.3306 | 15.2819 | 1.8553 | 2.028 | 2.4831 | 1.6647 |
Largest Winning Trade | 1229780 | 1229780 | 59210 | 4689414 | 4689414 | 3411980 |
Largest Losing Trade | -28330 | -25936 | -28330 | -2907274 | -1271289 | -2907274 |
Avg Bars in Trades | 67 | 59 | 75 | 67 | 59 | 75 |
Avg Bars in Winners | 138 | 126 | 147 | 138 | 126 | 147 |
Avg Bars in Losers | 24 | 26 | 22 | 24 | 26 | 22 |
Bars Traded | 6432 | 2867 | 3565 | 6432 | 2867 | 3565 |
Profit Streak | 0 | 0 | 61.2746 | 0 | 0 | 61.2746 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 547818 | 503419 | -299033 | 153830 | 76333 | 237190 |
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{ "first_band": { "type": "bbm", "factors": { "length": 118, "offset": 0, "std": 3.11873 } }, "second_band": { "type": "ssf", "factors": { "length": 19, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 118, "offset": 0, "std": 3.11873 } }, "second_band": { "type": "ssf", "factors": { "length": 19, "offset": 0, "poles": 3 } } }
# | 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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