Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 715787.602 | 565879.7415 | 149907.8605 | 367819.3745 | -117257.6708 | 485077.0453 |
Total P&L (%) | 715.7876 | 565.8797 | 149.9079 | 367.8194 | -117.2577 | 485.077 |
Avg Daily Profit (%) | 0.3836 | 0.3033 | 0.0803 | 0.0827 | 0 | 0.0947 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148442 | -156139 | -47241 | -1009377 | -1014257 | -296172 |
Profit Factor | 1.5637 | 1.5904 | 1.4815 | 1.056 | 0.9768 | 1.3211 |
Total Trades | 342 | 171 | 171 | 342 | 171 | 171 |
Winning Trades | 153 | 65 | 88 | 153 | 65 | 88 |
Losing Trades | 189 | 106 | 83 | 189 | 106 | 83 |
Profitability (%) | 44.7368 | 38.0117 | 51.462 | 44.7368 | 38.0117 | 51.462 |
Ratio Avg Win / Avg Loss | 1.9316 | 2.5936 | 1.3973 | 1.3045 | 1.593 | 1.246 |
Largest Winning Trade | 297998 | 297998 | 24921 | 704867 | 704867 | 124196 |
Largest Losing Trade | -35839 | -35839 | -15259 | -306066 | -306066 | -106053 |
Avg Bars in Trades | 65 | 120 | 9 | 65 | 120 | 9 |
Avg Bars in Winners | 77 | 168 | 10 | 77 | 168 | 10 |
Avg Bars in Losers | 55 | 91 | 8 | 55 | 91 | 8 |
Bars Traded | 22285 | 20654 | 1630 | 22285 | 20654 | 1630 |
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 | 437573 | 272447 | -83691 | -241712 | -582322 | -65498 |
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{ "first_band": { "type": "ssf", "factors": { "length": 146, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 187, "offset": 0, "std": 4.25258 } } }
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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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