Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1430600.8893 | 1494022.6848 | -63421.7954 | 56648.6985 | 707635.5297 | -650986.8312 |
Total P&L (%) | 1430.6009 | 1494.0227 | -63.4218 | 56.6487 | 707.6355 | -650.9868 |
Avg Daily Profit (%) | 0.7834 | 0.8182 | -0.0347 | 0.0246 | 0.1145 | 0 |
Buy And Hold Return (%) | 588.6104 | 588.6104 | 588.6104 | 588.6104 | 588.6104 | 588.6104 |
Max Trade Drawdown | -182135 | -174753 | -75472 | -2127134 | -1843041 | -661417 |
Profit Factor | 2.2951 | 2.939 | 0.8102 | 1.0077 | 1.1394 | 0.713 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Losing Trades | 134 | 69 | 65 | 134 | 69 | 65 |
Profitability (%) | 39.6396 | 37.8378 | 41.4414 | 39.6396 | 37.8378 | 41.4414 |
Ratio Avg Win / Avg Loss | 3.4949 | 4.8283 | 1.1448 | 1.5345 | 1.8719 | 1.0075 |
Largest Winning Trade | 1106215 | 1106215 | 17983 | 950977 | 950977 | 185442 |
Largest Losing Trade | -49844 | -49844 | -24708 | -515010 | -515010 | -304772 |
Avg Bars in Trades | 97 | 170 | 24 | 97 | 170 | 24 |
Avg Bars in Winners | 142 | 271 | 25 | 142 | 271 | 25 |
Avg Bars in Losers | 67 | 109 | 23 | 67 | 109 | 23 |
Bars Traded | 21596 | 18919 | 2677 | 21596 | 18919 | 2677 |
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 | 378282 | 370215 | -582420 | -539605 | -213698 | -582420 |
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{ "first_band": { "type": "ssf", "factors": { "length": 146, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 55, "offset": 0, "std": 1.11006 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 146, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 55, "offset": 0, "std": 1.11006 } } }
# | 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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