Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 995403.8526 | 936872.0299 | 58531.8227 | 1702963.9687 | 923390.2996 | 779573.6691 |
Total P&L (%) | 995.4039 | 936.872 | 58.5318 | 1702.964 | 923.3903 | 779.5737 |
Avg Daily Profit (%) | 0.3982 | 0.3748 | 0.0234 | 0.1158 | 0.0931 | 0.087 |
Buy And Hold Return (%) | 264.3668 | 264.3668 | 264.3668 | 264.3668 | 264.3668 | 264.3668 |
Max Trade Drawdown | -124017 | -86700 | -80400 | -4394327 | -2926102 | -1867871 |
Profit Factor | 1.9273 | 2.5571 | 1.1241 | 1.0698 | 1.0635 | 1.079 |
Total Trades | 313 | 157 | 156 | 313 | 157 | 156 |
Winning Trades | 120 | 58 | 62 | 120 | 58 | 62 |
Losing Trades | 193 | 99 | 94 | 193 | 99 | 94 |
Profitability (%) | 38.3387 | 36.9427 | 39.7436 | 38.3387 | 36.9427 | 39.7436 |
Ratio Avg Win / Avg Loss | 3.0997 | 4.3647 | 1.7042 | 1.7205 | 1.8153 | 1.6359 |
Largest Winning Trade | 627520 | 627520 | 29733 | 2224308 | 2224308 | 731559 |
Largest Losing Trade | -23880 | -23880 | -16967 | -1136277 | -1136277 | -471840 |
Avg Bars in Trades | 47 | 60 | 34 | 47 | 60 | 34 |
Avg Bars in Winners | 74 | 98 | 51 | 74 | 98 | 51 |
Avg Bars in Losers | 30 | 38 | 22 | 30 | 38 | 22 |
Bars Traded | 14831 | 9527 | 5304 | 14831 | 9527 | 5304 |
Profit Streak | 9.0039 | 9.0039 | 39.0039 | 9.0039 | 9.0039 | 39.0039 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330432 | 274934 | -413050 | -182860 | -224665 | -214751 |
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{ "first_band": { "type": "ssf", "factors": { "length": 161, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 216, "offset": 0, "std": 1.93168 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 161, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 216, "offset": 0, "std": 1.93168 } } }
# | 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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