Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2188719.8662 | 2210072.927 | -21353.0608 | 206992.7708 | 2034305.4939 | -1827312.7231 |
Total P&L (%) | 2188.7199 | 2210.0729 | -21.3531 | 206.9928 | 2034.3055 | -1827.3127 |
Avg Daily Profit (%) | 1.217 | 1.2288 | -0.0119 | 0.0624 | 0.1703 | 0 |
Buy And Hold Return (%) | 492.7498 | 492.7498 | 492.7498 | 492.7498 | 492.7498 | 492.7498 |
Max Trade Drawdown | -322493 | -284374 | -71992 | -23169573 | -19898460 | -4125959 |
Profit Factor | 3.4098 | 4.7638 | 0.9335 | 1.0068 | 1.092 | 0.7822 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 73 | 40 | 33 | 73 | 40 | 33 |
Profitability (%) | 39.1667 | 33.3333 | 45 | 39.1667 | 33.3333 | 45 |
Ratio Avg Win / Avg Loss | 5.2961 | 9.5277 | 1.1409 | 1.5637 | 2.1841 | 0.9561 |
Largest Winning Trade | 1492884 | 1492884 | 30167 | 13739824 | 13739824 | 1527055 |
Largest Losing Trade | -35660 | -35660 | -31822 | -6160079 | -6160079 | -1623853 |
Avg Bars in Trades | 58 | 90 | 27 | 58 | 90 | 27 |
Avg Bars in Winners | 74 | 133 | 29 | 74 | 133 | 29 |
Avg Bars in Losers | 49 | 68 | 25 | 49 | 68 | 25 |
Bars Traded | 7058 | 5408 | 1650 | 7058 | 5408 | 1650 |
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 | 515692 | -156570 | -749958 | -491246 | -288435 | -751625 |
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{ "first_band": { "type": "ssf", "factors": { "length": 162, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 204, "offset": 0, "std": 2.18344 } } }
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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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