Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1441507.9468 | 1345980.7438 | 95527.203 | 2829350.9019 | 1283211.7989 | 1546139.1031 |
Total P&L (%) | 1441.5079 | 1345.9807 | 95.5272 | 2829.3509 | 1283.2118 | 1546.1391 |
Avg Daily Profit (%) | 0.7684 | 0.7175 | 0.0509 | 0.1802 | 0.1401 | 0.1494 |
Buy And Hold Return (%) | 201.0142 | 201.0142 | 201.0142 | 201.0142 | 201.0142 | 201.0142 |
Max Trade Drawdown | -85287 | -113226 | -48467 | -5250642 | -4985047 | -1699514 |
Profit Factor | 4.1699 | 5.2277 | 1.7005 | 1.1366 | 1.0855 | 1.271 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 47.2973 | 43.2432 | 51.3514 | 47.2973 | 43.2432 | 51.3514 |
Ratio Avg Win / Avg Loss | 4.6465 | 6.8614 | 1.611 | 1.2665 | 1.4247 | 1.2041 |
Largest Winning Trade | 1040084 | 1040084 | 45776 | 4505314 | 4505314 | 1169780 |
Largest Losing Trade | -41635 | -41635 | -20279 | -3056064 | -3056064 | -1092585 |
Avg Bars in Trades | 47 | 79 | 15 | 47 | 79 | 15 |
Avg Bars in Winners | 68 | 123 | 22 | 68 | 123 | 22 |
Avg Bars in Losers | 28 | 45 | 7 | 28 | 45 | 7 |
Bars Traded | 3490 | 2935 | 555 | 3490 | 2935 | 555 |
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 | -49746 | 633517 | -287008 | -132241 | -135066 | 259228 |
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{ "first_band": { "type": "ssf", "factors": { "length": 181, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 193, "offset": 0, "std": 3.42395 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 181, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 193, "offset": 0, "std": 3.42395 } } }
# | 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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