Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289859.0759 | 92244.8639 | 197614.212 | 81985.076 | 54573.9014 | 27411.1745 |
Total P&L (%) | 289.8591 | 92.2449 | 197.6142 | 81.9851 | 54.5739 | 27.4112 |
Avg Daily Profit (%) | 0.1958 | 0.0623 | 0.1335 | 0.0405 | 0.0294 | 0.0164 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -218563 | -104723 | -117932 | -383734 | -220497 | -236075 |
Profit Factor | 1.2952 | 1.1969 | 1.385 | 1.0586 | 1.0893 | 1.0348 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 111 | 53 | 58 | 111 | 53 | 58 |
Losing Trades | 101 | 53 | 48 | 101 | 53 | 48 |
Profitability (%) | 52.3585 | 50 | 54.717 | 52.3585 | 50 | 54.717 |
Ratio Avg Win / Avg Loss | 1.1786 | 1.1969 | 1.1462 | 0.9633 | 1.0893 | 0.8564 |
Largest Winning Trade | 61408 | 57846 | 61408 | 108610 | 108610 | 54877 |
Largest Losing Trade | -47000 | -38146 | -47000 | -133260 | -104326 | -133260 |
Avg Bars in Trades | 41 | 34 | 48 | 41 | 34 | 48 |
Avg Bars in Winners | 41 | 34 | 47 | 41 | 34 | 47 |
Avg Bars in Losers | 41 | 34 | 48 | 41 | 34 | 48 |
Bars Traded | 8772 | 3662 | 5110 | 8772 | 3662 | 5110 |
Profit Streak | 0 | 0 | 14.6598 | 0 | 0 | 14.6598 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325989 | -113962 | -13302 | -295150 | -277126 | -357299 |
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{ "first_band": { "type": "bbm", "factors": { "length": 158, "offset": 0, "std": 1.7813 } }, "second_band": { "type": "ssf", "factors": { "length": 142, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 158, "offset": 0, "std": 1.7813 } }, "second_band": { "type": "ssf", "factors": { "length": 142, "offset": 0, "poles": 2 } } }
# | 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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