Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 747053.6693 | 802613.0865 | -55559.4172 | -110116.2568 | 2043805.7936 | -2153922.0503 |
Total P&L (%) | 747.0537 | 802.6131 | -55.5594 | -110.1163 | 2043.8058 | -2153.9221 |
Avg Daily Profit (%) | 0.4151 | 0.446 | -0.0309 | 0 | 0.1705 | 0 |
Buy And Hold Return (%) | 1037.5566 | 1037.5566 | 1037.5566 | 1037.5566 | 1037.5566 | 1037.5566 |
Max Trade Drawdown | -125215 | -84423 | -156269 | -1732795 | -517408 | -2324415 |
Profit Factor | 2.1878 | 4.2686 | 0.8551 | 0.9694 | 3.7943 | 0.2479 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 35 | 17 | 18 | 37 | 22 | 15 |
Losing Trades | 31 | 16 | 15 | 29 | 11 | 18 |
Profitability (%) | 53.0303 | 51.5152 | 54.5455 | 56.0606 | 66.6667 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.9378 | 4.0175 | 0.7126 | 0.7598 | 1.8971 | 0.2974 |
Largest Winning Trade | 548435 | 548435 | 65636 | 548435 | 548435 | 205381 |
Largest Losing Trade | -101133 | -48391 | -101133 | -1724716 | -442902 | -1724716 |
Avg Bars in Trades | 106 | 106 | 105 | 106 | 106 | 105 |
Avg Bars in Winners | 119 | 115 | 124 | 118 | 119 | 118 |
Avg Bars in Losers | 90 | 97 | 83 | 89 | 81 | 94 |
Bars Traded | 7003 | 3514 | 3489 | 7003 | 3514 | 3489 |
Profit Streak | 19.3343 | 0 | 65.5843 | 0 | 95.8343 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -279287 | -148207 | -579242 | -708492 | 385216 | -582570 |
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{ "first_band": { "type": "bbm", "factors": { "length": 246, "offset": 0, "std": 4.08615 } }, "second_band": { "type": "ssf", "factors": { "length": 155, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 246, "offset": 0, "std": 4.08615 } }, "second_band": { "type": "ssf", "factors": { "length": 155, "offset": 0, "poles": 3 } } }
# | 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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