Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 197889.8335 | 118946.3779 | 78943.4556 | 345983.1511 | 288716.8294 | 57266.3217 |
Total P&L (%) | 197.8898 | 118.9464 | 78.9435 | 345.9832 | 288.7168 | 57.2663 |
Avg Daily Profit (%) | 0.38 | 0.2284 | 0.1516 | 0.2875 | 0.261 | 0.087 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39817 | -38461 | -37666 | -157715 | -155547 | -173740 |
Profit Factor | 1.4187 | 1.5027 | 1.3344 | 1.2206 | 1.3713 | 1.0724 |
Total Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Winning Trades | 108 | 52 | 56 | 108 | 52 | 56 |
Losing Trades | 135 | 69 | 66 | 135 | 69 | 66 |
Profitability (%) | 44.4444 | 42.9752 | 45.9016 | 44.4444 | 42.9752 | 45.9016 |
Ratio Avg Win / Avg Loss | 1.7733 | 1.994 | 1.5727 | 1.5257 | 1.8196 | 1.2639 |
Largest Winning Trade | 23834 | 23621 | 23834 | 91787 | 91787 | 66992 |
Largest Losing Trade | -11998 | -9316 | -11998 | -49115 | -37808 | -49115 |
Avg Bars in Trades | 102 | 100 | 103 | 102 | 100 | 103 |
Avg Bars in Winners | 151 | 150 | 152 | 151 | 150 | 152 |
Avg Bars in Losers | 62 | 62 | 61 | 62 | 62 | 61 |
Bars Traded | 24795 | 12151 | 12644 | 24795 | 12151 | 12644 |
Profit Streak | 0 | 13.1677 | 0 | 0 | 13.1677 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346371 | 265335 | 223910 | 274334 | 246470 | -220989 |
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{ "first_band": { "type": "ssf", "factors": { "length": 171, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 175, "offset": 0, "std": 3.75653 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 171, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 175, "offset": 0, "std": 3.75653 } } }
# | 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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