Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1324298.8185 | 1337044.4193 | -12745.6008 | 587307.364 | 642771.5423 | -55464.1782 |
Total P&L (%) | 1324.2988 | 1337.0444 | -12.7456 | 587.3074 | 642.7715 | -55.4642 |
Avg Daily Profit (%) | 0.7252 | 0.7322 | -0.007 | 0.1056 | 0.1099 | -0.0443 |
Buy And Hold Return (%) | 597.5011 | 597.5011 | 597.5011 | 597.5011 | 597.5011 | 597.5011 |
Max Trade Drawdown | -180795 | -170219 | -31171 | -2924414 | -2714032 | -438339 |
Profit Factor | 2.6629 | 2.9399 | 0.8811 | 1.0768 | 1.096 | 0.9418 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Losing Trades | 104 | 53 | 51 | 104 | 53 | 51 |
Profitability (%) | 41.8994 | 40.4494 | 43.3333 | 41.8994 | 40.4494 | 43.3333 |
Ratio Avg Win / Avg Loss | 3.6925 | 4.3282 | 1.1522 | 1.4931 | 1.6135 | 1.2316 |
Largest Winning Trade | 887446 | 887446 | 11624 | 1649853 | 1649853 | 229239 |
Largest Losing Trade | -56886 | -56886 | -13538 | -720026 | -720026 | -198193 |
Avg Bars in Trades | 121 | 240 | 3 | 121 | 240 | 3 |
Avg Bars in Winners | 200 | 411 | 4 | 200 | 411 | 4 |
Avg Bars in Losers | 64 | 123 | 3 | 64 | 123 | 3 |
Bars Traded | 21740 | 21387 | 353 | 21740 | 21387 | 353 |
Profit Streak | 0 | 102.7303 | 0 | 0 | 102.7303 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358097 | 339362 | -581739 | -355642 | -305417 | -581739 |
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{ "first_band": { "type": "bbl", "factors": { "length": 54, "offset": 0, "std": 2.29725 } }, "second_band": { "type": "ssf", "factors": { "length": 9, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 54, "offset": 0, "std": 2.29725 } }, "second_band": { "type": "ssf", "factors": { "length": 9, "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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