Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395416.1524 | 316099.9676 | 79316.1849 | 392227.5974 | 156489.493 | 235738.1044 |
Total P&L (%) | 395.4162 | 316.1 | 79.3162 | 392.2276 | 156.4895 | 235.7381 |
Avg Daily Profit (%) | 0.3796 | 0.3035 | 0.0761 | 0.1531 | 0.0905 | 0.1163 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93075 | -81332 | -52876 | -309891 | -325109 | -137213 |
Profit Factor | 1.6915 | 1.997 | 1.3114 | 1.2857 | 1.1861 | 1.4434 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 61 | 24 | 37 | 61 | 24 | 37 |
Losing Trades | 111 | 62 | 49 | 111 | 62 | 49 |
Profitability (%) | 35.4651 | 27.907 | 43.0233 | 35.4651 | 27.907 | 43.0233 |
Ratio Avg Win / Avg Loss | 3.078 | 5.1588 | 1.7367 | 2.3396 | 3.064 | 1.9116 |
Largest Winning Trade | 281613 | 281613 | 25529 | 327120 | 327120 | 99459 |
Largest Losing Trade | -19131 | -14337 | -19131 | -91811 | -82822 | -91811 |
Avg Bars in Trades | 143 | 141 | 146 | 143 | 141 | 146 |
Avg Bars in Winners | 231 | 262 | 210 | 231 | 262 | 210 |
Avg Bars in Losers | 95 | 94 | 98 | 95 | 94 | 98 |
Bars Traded | 24747 | 12138 | 12609 | 24747 | 12138 | 12609 |
Profit Streak | 18.8263 | 18.8263 | 20.993 | 18.8263 | 18.8263 | 20.993 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312302 | -4466 | -92503 | 167121 | -103692 | -38101 |
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{ "first_band": { "type": "ssf", "factors": { "length": 247, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 88, "offset": 183, "std": 3.60241 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 247, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 88, "offset": 183, "std": 3.60241 } } }
# | 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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