Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1198702.5578 | 1151631.6913 | 47070.8666 | 840750.809 | 136697.0638 | 704053.7451 |
Total P&L (%) | 1198.7026 | 1151.6317 | 47.0709 | 840.7508 | 136.6971 | 704.0537 |
Avg Daily Profit (%) | 0.6614 | 0.6354 | 0.026 | 0.1238 | 0.0476 | 0.1151 |
Buy And Hold Return (%) | 203.6625 | 203.6625 | 203.6625 | 203.6625 | 203.6625 | 203.6625 |
Max Trade Drawdown | -148113 | -157497 | -36959 | -2773283 | -3101015 | -470062 |
Profit Factor | 3.4841 | 3.7524 | 1.7338 | 1.12 | 1.022 | 1.8837 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 47.1429 | 40 | 54.2857 | 47.1429 | 40 | 54.2857 |
Ratio Avg Win / Avg Loss | 3.9064 | 5.6286 | 1.4601 | 1.2557 | 1.533 | 1.5863 |
Largest Winning Trade | 611133 | 611133 | 17624 | 1887782 | 1887782 | 352998 |
Largest Losing Trade | -44707 | -44707 | -10612 | -1119824 | -1119824 | -172252 |
Avg Bars in Trades | 308 | 596 | 20 | 308 | 596 | 20 |
Avg Bars in Winners | 363 | 831 | 19 | 363 | 831 | 19 |
Avg Bars in Losers | 258 | 439 | 21 | 258 | 439 | 21 |
Bars Traded | 21577 | 20867 | 710 | 21577 | 20867 | 710 |
Profit Streak | 1.0576 | 0 | 132.0576 | 1.0576 | 0 | 132.0576 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -84892 | 498385 | -320386 | -220848 | -494287 | -36681 |
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{ "first_band": { "type": "ssf", "factors": { "length": 226, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 166, "offset": 0, "std": 4.00565 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 226, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 166, "offset": 0, "std": 4.00565 } } }
# | 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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