Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261965.7368 | 295373.7409 | -33408.0042 | -537274.7448 | 1250789.0862 | -1788063.8309 |
Total P&L (%) | 261.9657 | 295.3737 | -33.408 | -537.2747 | 1250.7891 | -1788.0638 |
Avg Daily Profit (%) | 0.1398 | 0.1576 | -0.0178 | 0 | 0.139 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -297731 | -69259 | -228471 | -2407150 | -149178 | -2407150 |
Profit Factor | 1.3726 | 2.5003 | 0.934 | 0.8419 | 3.6601 | 0.3894 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 42 | 22 | 20 | 44 | 23 | 21 |
Losing Trades | 23 | 10 | 13 | 21 | 9 | 12 |
Profitability (%) | 64.6154 | 68.75 | 60.6061 | 67.6923 | 71.875 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.7517 | 1.1365 | 0.6071 | 0.4018 | 1.4322 | 0.2225 |
Largest Winning Trade | 79182 | 79182 | 46296 | 406207 | 406207 | 170764 |
Largest Losing Trade | -180949 | -46638 | -180949 | -2407150 | -149178 | -2407150 |
Avg Bars in Trades | 107 | 117 | 98 | 107 | 117 | 98 |
Avg Bars in Winners | 90 | 105 | 74 | 93 | 106 | 78 |
Avg Bars in Losers | 137 | 141 | 134 | 136 | 143 | 132 |
Bars Traded | 6982 | 3745 | 3237 | 6982 | 3745 | 3237 |
Profit Streak | 114.9907 | 185.2407 | 114.9907 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140731 | 500335 | -578864 | -714484 | 51800 | -579035 |
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{ "first_band": { "type": "ssf", "factors": { "length": 210, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 129, "offset": 0, "std": 4.0448 } } }
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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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