Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312815.874 | 250613.1874 | 62202.6865 | -22927.606 | -137836.3615 | 114908.7555 |
Total P&L (%) | 312.8159 | 250.6132 | 62.2027 | -22.9276 | -137.8364 | 114.9088 |
Avg Daily Profit (%) | 0.1625 | 0.1302 | 0.0323 | -0.0135 | 0 | 0.0398 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166656 | -108727 | -105421 | -674846 | -525891 | -455461 |
Profit Factor | 1.4435 | 1.6423 | 1.1974 | 0.9898 | 0.8878 | 1.1139 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 47.3684 | 40.3509 | 54.386 | 47.3684 | 40.3509 | 54.386 |
Ratio Avg Win / Avg Loss | 1.6039 | 2.4278 | 1.0043 | 1.0997 | 1.3124 | 0.9343 |
Largest Winning Trade | 286861 | 286861 | 41145 | 377991 | 377991 | 186296 |
Largest Losing Trade | -58042 | -40074 | -58042 | -374939 | -164223 | -374939 |
Avg Bars in Trades | 200 | 299 | 100 | 200 | 299 | 100 |
Avg Bars in Winners | 225 | 397 | 97 | 225 | 397 | 97 |
Avg Bars in Losers | 177 | 233 | 104 | 177 | 233 | 104 |
Bars Traded | 22838 | 17092 | 5746 | 22838 | 17092 | 5746 |
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 | 311479 | -199896 | -333126 | -579831 | -762919 | -416153 |
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{ "first_band": { "type": "ssf", "factors": { "length": 116, "offset": 201, "poles": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 142, "offset": 0, "std": 2.28216 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 116, "offset": 201, "poles": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 142, "offset": 0, "std": 2.28216 } } }
# | 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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