Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2525396.1555 | 2588327.3101 | -62931.1546 | -36900.1641 | 568993.3682 | -605893.5322 |
Total P&L (%) | 2525.3962 | 2588.3273 | -62.9312 | -36.9002 | 568.9934 | -605.8935 |
Avg Daily Profit (%) | 1.3677 | 1.4017 | -0.0341 | -0.0249 | 0.103 | 0 |
Buy And Hold Return (%) | 76.3235 | 76.3235 | 76.3235 | 76.3235 | 76.3235 | 76.3235 |
Max Trade Drawdown | -200139 | -176081 | -144100 | -1801620 | -1225257 | -655791 |
Profit Factor | 3.4746 | 4.6415 | 0.7968 | 0.9888 | 1.2451 | 0.3766 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Profitability (%) | 42.5373 | 41.791 | 43.2836 | 42.5373 | 41.791 | 43.2836 |
Ratio Avg Win / Avg Loss | 4.6938 | 6.4649 | 1.0441 | 1.3357 | 1.7342 | 0.4935 |
Largest Winning Trade | 2406894 | 2406894 | 42789 | 1763734 | 1763734 | 76212 |
Largest Losing Trade | -58178 | -58178 | -23838 | -821500 | -821500 | -320050 |
Avg Bars in Trades | 81 | 139 | 22 | 81 | 139 | 22 |
Avg Bars in Winners | 124 | 225 | 27 | 124 | 225 | 27 |
Avg Bars in Losers | 49 | 78 | 18 | 49 | 78 | 18 |
Bars Traded | 10896 | 9376 | 1520 | 10896 | 9376 | 1520 |
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 | 639271 | -98930 | -698403 | -581658 | -174370 | -700070 |
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{ "first_band": { "type": "ssf", "factors": { "length": 209, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 154, "offset": 0, "std": 2.8597 } } }
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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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