Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 451135.0499 | 428788.117 | 22346.933 | -5840.3844 | -171331.7473 | 165491.3629 |
Total P&L (%) | 451.1351 | 428.7881 | 22.3469 | -5.8404 | -171.3317 | 165.4914 |
Avg Daily Profit (%) | 0.2165 | 0.2058 | 0.0107 | -0.0029 | 0 | 0.0469 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191658 | -179388 | -29766 | -1072879 | -1048494 | -67960 |
Profit Factor | 1.6559 | 1.7031 | 1.2867 | 0.9971 | 0.9045 | 1.8449 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 57 | 22 | 35 | 57 | 22 | 35 |
Losing Trades | 64 | 38 | 26 | 64 | 38 | 26 |
Profitability (%) | 47.1074 | 36.6667 | 57.377 | 47.1074 | 36.6667 | 57.377 |
Ratio Avg Win / Avg Loss | 1.8593 | 2.9418 | 0.9558 | 1.1195 | 1.5624 | 1.3705 |
Largest Winning Trade | 288421 | 288421 | 25940 | 473501 | 473501 | 168945 |
Largest Losing Trade | -50558 | -50558 | -11480 | -310562 | -310562 | -67960 |
Avg Bars in Trades | 202 | 397 | 11 | 202 | 397 | 11 |
Avg Bars in Winners | 237 | 596 | 11 | 237 | 596 | 11 |
Avg Bars in Losers | 172 | 281 | 12 | 172 | 281 | 12 |
Bars Traded | 24544 | 23827 | 717 | 24544 | 23827 | 717 |
Profit Streak | 5.6997 | 0 | 56.533 | 5.6997 | 0 | 56.533 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388712 | -163745 | -345377 | -579212 | -752643 | -287795 |
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{ "first_band": { "type": "bbl", "factors": { "length": 114, "offset": 0, "std": 1.51425 } }, "second_band": { "type": "ssf", "factors": { "length": 49, "offset": 0, "poles": 3 } } }
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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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