Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 600071.6821 | 543546.2559 | 56525.4262 | 102658.3748 | 203276.9025 | -100618.5277 |
Total P&L (%) | 600.0717 | 543.5463 | 56.5254 | 102.6584 | 203.2769 | -100.6185 |
Avg Daily Profit (%) | 0.3243 | 0.2938 | 0.0305 | 0.0382 | 0.06 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151278 | -102864 | -92019 | -618013 | -475584 | -383452 |
Profit Factor | 2.147 | 3.0117 | 1.2235 | 1.0658 | 1.2726 | 0.8765 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 41.3793 | 34.4828 | 48.2759 | 41.3793 | 34.4828 | 48.2759 |
Ratio Avg Win / Avg Loss | 3.0416 | 5.7222 | 1.3108 | 1.5099 | 2.4179 | 0.9391 |
Largest Winning Trade | 534133 | 534133 | 68027 | 599109 | 599109 | 204973 |
Largest Losing Trade | -42810 | -42810 | -41077 | -292173 | -179419 | -292173 |
Avg Bars in Trades | 93 | 82 | 104 | 93 | 82 | 104 |
Avg Bars in Winners | 146 | 138 | 153 | 146 | 138 | 153 |
Avg Bars in Losers | 56 | 53 | 59 | 56 | 53 | 59 |
Bars Traded | 5443 | 2404 | 3039 | 5443 | 2404 | 3039 |
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 | -169668 | 306076 | -154082 | -471798 | -117896 | -581503 |
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{ "first_band": { "type": "ssf", "factors": { "length": 193, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 59, "offset": 0, "std": 3.26553 } } }
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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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