Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 187667.7378 | 349049.1406 | -161381.4028 | -95373.2095 | 268529.214 | -363902.4235 |
Total P&L (%) | 187.6677 | 349.0491 | -161.3814 | -95.3732 | 268.5292 | -363.9024 |
Avg Daily Profit (%) | 0.0995 | 0.185 | -0.0855 | -0.1628 | 0.0692 | 0 |
Buy And Hold Return (%) | 20.82 | 20.82 | 20.82 | 20.82 | 20.82 | 20.82 |
Max Trade Drawdown | -330305 | -228991 | -210807 | -1174709 | -864177 | -462908 |
Profit Factor | 1.1466 | 1.3908 | 0.5831 | 0.9626 | 1.1439 | 0.4674 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Losing Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Profitability (%) | 54.3269 | 53.8462 | 54.8077 | 54.3269 | 53.8462 | 54.8077 |
Ratio Avg Win / Avg Loss | 0.9639 | 1.1921 | 0.4808 | 0.8093 | 0.9805 | 0.3854 |
Largest Winning Trade | 194137 | 194137 | 16241 | 777593 | 777593 | 48482 |
Largest Losing Trade | -59406 | -59406 | -50322 | -418042 | -418042 | -143630 |
Avg Bars in Trades | 53 | 99 | 8 | 53 | 99 | 8 |
Avg Bars in Winners | 38 | 70 | 8 | 38 | 70 | 8 |
Avg Bars in Losers | 71 | 132 | 8 | 71 | 132 | 8 |
Bars Traded | 11164 | 10320 | 844 | 11164 | 10320 | 844 |
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 | -119492 | 300703 | -580154 | -579128 | -164254 | -580154 |
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{ "first_band": { "type": "bbl", "factors": { "length": 229, "offset": 0, "std": 1.76154 } }, "second_band": { "type": "ssf", "factors": { "length": 77, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 229, "offset": 0, "std": 1.76154 } }, "second_band": { "type": "ssf", "factors": { "length": 77, "offset": 0, "poles": 3 } } }
# | 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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