Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1421362.3755 | 1337754.3969 | 83607.9787 | 3811271.3053 | 3655271.5065 | 155999.7988 |
Total P&L (%) | 1421.3624 | 1337.7544 | 83.608 | 3811.2713 | 3655.2715 | 155.9998 |
Avg Daily Profit (%) | 0.7814 | 0.7354 | 0.046 | 0.2018 | 0.1995 | 0.0517 |
Buy And Hold Return (%) | 626.2024 | 626.2024 | 626.2024 | 626.2024 | 626.2024 | 626.2024 |
Max Trade Drawdown | -94340 | -61533 | -57184 | -5419974 | -4334371 | -1826438 |
Profit Factor | 4.1185 | 6.0265 | 1.4409 | 1.2671 | 1.4144 | 1.0286 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 43.5484 | 35.4839 | 51.6129 | 43.5484 | 35.4839 | 51.6129 |
Ratio Avg Win / Avg Loss | 5.3387 | 10.9573 | 1.3508 | 1.6426 | 2.5717 | 0.9644 |
Largest Winning Trade | 780968 | 780968 | 53931 | 6509241 | 6509241 | 1094526 |
Largest Losing Trade | -44563 | -44563 | -33995 | -2013927 | -2013927 | -1826438 |
Avg Bars in Trades | 165 | 240 | 91 | 165 | 240 | 91 |
Avg Bars in Winners | 194 | 321 | 107 | 194 | 321 | 107 |
Avg Bars in Losers | 143 | 196 | 73 | 143 | 196 | 73 |
Bars Traded | 10288 | 7462 | 2826 | 10288 | 7462 | 2826 |
Profit Streak | 0 | 92.8435 | 0 | 0 | 92.8435 | 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 | -146221 | 361297 | -296185 | -152848 | 144955 | -480183 |
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{ "first_band": { "type": "ssf", "factors": { "length": 171, "offset": 99, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 115, "offset": 0, "std": 1.77796 } } }
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# | 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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