Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 211856.444 | 29524.7376 | 182331.7063 | 203144.5642 | -32303.3801 | 235447.9442 |
Total P&L (%) | 211.8564 | 29.5247 | 182.3317 | 203.1446 | -32.3034 | 235.4479 |
Avg Daily Profit (%) | 0.205 | 0.0286 | 0.1764 | 0.1074 | -0.0377 | 0.1172 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74959 | -64510 | -55197 | -262454 | -169729 | -173184 |
Profit Factor | 1.5984 | 1.2026 | 1.8751 | 1.1907 | 0.9228 | 1.3639 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 46.7742 | 41.9355 | 51.6129 | 46.7742 | 41.9355 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.8188 | 1.6652 | 1.7579 | 1.3549 | 1.2777 | 1.2786 |
Largest Winning Trade | 50257 | 44519 | 50257 | 98255 | 90774 | 98255 |
Largest Losing Trade | -33411 | -16259 | -33411 | -116798 | -58757 | -116798 |
Avg Bars in Trades | 189 | 66 | 311 | 189 | 66 | 311 |
Avg Bars in Winners | 283 | 81 | 447 | 283 | 81 | 447 |
Avg Bars in Losers | 106 | 56 | 167 | 106 | 56 | 167 |
Bars Traded | 11735 | 2068 | 9667 | 11735 | 2068 | 9667 |
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 | -149072 | -160447 | 401322 | -220207 | -582287 | -35941 |
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{ "first_band": { "type": "ssf", "factors": { "length": 154, "offset": 97, "poles": 3 } }, "second_band": { "type": "bbl", "factors": { "length": 220, "offset": 25, "std": 1.92759 } } }
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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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