Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404653.0204 | 359428.6241 | 45224.3963 | 122422.9801 | 77436.4199 | 44986.5602 |
Total P&L (%) | 404.653 | 359.4286 | 45.2244 | 122.423 | 77.4364 | 44.9866 |
Avg Daily Profit (%) | 0.2162 | 0.1921 | 0.0242 | 0.0427 | 0.0306 | 0.0199 |
Buy And Hold Return (%) | 40.4522 | 40.4522 | 40.4522 | 40.4522 | 40.4522 | 40.4522 |
Max Trade Drawdown | -180416 | -171441 | -72010 | -711009 | -658359 | -256609 |
Profit Factor | 1.41 | 1.6099 | 1.1137 | 1.037 | 1.0389 | 1.0342 |
Total Trades | 317 | 158 | 159 | 317 | 158 | 159 |
Winning Trades | 135 | 62 | 73 | 135 | 62 | 73 |
Losing Trades | 182 | 96 | 86 | 182 | 96 | 86 |
Profitability (%) | 42.5868 | 39.2405 | 45.912 | 42.5868 | 39.2405 | 45.912 |
Ratio Avg Win / Avg Loss | 1.9009 | 2.4927 | 1.3121 | 1.3981 | 1.6086 | 1.2184 |
Largest Winning Trade | 212704 | 212704 | 30617 | 353067 | 353067 | 135330 |
Largest Losing Trade | -23378 | -23378 | -17864 | -148376 | -148376 | -90223 |
Avg Bars in Trades | 34 | 50 | 19 | 34 | 50 | 19 |
Avg Bars in Winners | 46 | 76 | 20 | 46 | 76 | 20 |
Avg Bars in Losers | 26 | 33 | 19 | 26 | 33 | 19 |
Bars Traded | 11085 | 7981 | 3104 | 11085 | 7981 | 3104 |
Profit Streak | 0 | 33.2571 | 0 | 0 | 33.2571 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302461 | 292953 | -386123 | -319953 | -338517 | -481175 |
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{ "first_band": { "type": "ssf", "factors": { "length": 175, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 181, "offset": 0, "std": 4.20797 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 175, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 181, "offset": 0, "std": 4.20797 } } }
# | 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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