Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 458229.3858 | 497011.5257 | -38782.1399 | -102599.3631 | -1125176.7552 | 1022577.3921 |
Total P&L (%) | 458.2294 | 497.0115 | -38.7821 | -102.5994 | -1125.1768 | 1022.5774 |
Avg Daily Profit (%) | 0.1928 | 0.2091 | -0.0163 | 0 | 0 | 0.1018 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207631 | -82008 | -306321 | -5519312 | -3184601 | -4408858 |
Profit Factor | 1.3177 | 1.991 | 0.9588 | 0.9907 | 0.7729 | 1.1686 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 94 | 45 | 49 | 78 | 41 | 37 |
Losing Trades | 67 | 35 | 32 | 83 | 39 | 44 |
Profitability (%) | 58.3851 | 56.25 | 60.4938 | 48.4472 | 51.25 | 45.679 |
Ratio Avg Win / Avg Loss | 0.9392 | 1.5486 | 0.6261 | 1.0542 | 0.7352 | 1.3897 |
Largest Winning Trade | 94108 | 94108 | 60666 | 2762113 | 676239 | 2762113 |
Largest Losing Trade | -161515 | -46782 | -161515 | -1312484 | -1122162 | -1312484 |
Avg Bars in Trades | 43 | 37 | 49 | 43 | 37 | 49 |
Avg Bars in Winners | 38 | 29 | 45 | 49 | 43 | 56 |
Avg Bars in Losers | 51 | 47 | 55 | 38 | 31 | 44 |
Bars Traded | 7033 | 3011 | 4022 | 7033 | 3011 | 4022 |
Profit Streak | 48.0906 | 48.0906 | 65.0906 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339562 | -6605 | -590126 | -578871 | -600074 | -105432 |
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{ "first_band": { "type": "bbm", "factors": { "length": 166, "offset": 0, "std": 4.11407 } }, "second_band": { "type": "ssf", "factors": { "length": 109, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 166, "offset": 0, "std": 4.11407 } }, "second_band": { "type": "ssf", "factors": { "length": 109, "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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