Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 511425.0306 | 388912.4042 | 122512.6263 | 2941412.7868 | 1891743.2042 | 1049669.5826 |
Total P&L (%) | 511.425 | 388.9124 | 122.5126 | 2941.4128 | 1891.7432 | 1049.6696 |
Avg Daily Profit (%) | 0.2586 | 0.1967 | 0.062 | 0.1728 | 0.1514 | 0.1236 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65670 | -18516 | -102949 | -596915 | -426928 | -618075 |
Profit Factor | 3.0722 | 5.1733 | 1.7976 | 2.2401 | 2.8681 | 1.7723 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 50.8772 | 55.1724 | 46.4286 | 50.8772 | 55.1724 | 46.4286 |
Ratio Avg Win / Avg Loss | 2.9663 | 4.2033 | 2.0741 | 2.1629 | 2.3304 | 2.0449 |
Largest Winning Trade | 105602 | 105602 | 76208 | 894524 | 819526 | 894524 |
Largest Losing Trade | -32483 | -13405 | -32483 | -316381 | -316381 | -309927 |
Avg Bars in Trades | 64 | 55 | 72 | 64 | 55 | 72 |
Avg Bars in Winners | 97 | 73 | 126 | 97 | 73 | 126 |
Avg Bars in Losers | 29 | 33 | 26 | 29 | 33 | 26 |
Bars Traded | 3650 | 1607 | 2042 | 3650 | 1607 | 2042 |
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 | -164977 | 580681 | -129236 | -167316 | 493680 | -46714 |
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{ "first_band": { "type": "ssf", "factors": { "length": 219, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbl", "factors": { "length": 7, "offset": 0, "std": 1.65554 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 219, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbl", "factors": { "length": 7, "offset": 0, "std": 1.65554 } } }
# | 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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