Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1526656.1934 | 1506760.8964 | 19895.2971 | 671513.5609 | 1006541.4406 | -335027.8797 |
Total P&L (%) | 1526.6562 | 1506.7609 | 19.8953 | 671.5136 | 1006.5414 | -335.0279 |
Avg Daily Profit (%) | 0.8368 | 0.8259 | 0.0109 | 0.1121 | 0.1319 | 0 |
Buy And Hold Return (%) | 618.0698 | 618.0698 | 618.0698 | 618.0698 | 618.0698 | 618.0698 |
Max Trade Drawdown | -179674 | -163959 | -65278 | -6775988 | -5977327 | -1477388 |
Profit Factor | 2.646 | 3.2966 | 1.0733 | 1.0459 | 1.0926 | 0.9108 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 83 | 34 | 49 | 83 | 34 | 49 |
Losing Trades | 106 | 60 | 46 | 106 | 60 | 46 |
Profitability (%) | 43.9153 | 36.1702 | 51.5789 | 43.9153 | 36.1702 | 51.5789 |
Ratio Avg Win / Avg Loss | 3.3793 | 5.8175 | 1.0076 | 1.3357 | 1.9281 | 0.855 |
Largest Winning Trade | 854102 | 854102 | 25050 | 2312395 | 2312395 | 591022 |
Largest Losing Trade | -52940 | -52940 | -22508 | -1770284 | -1770284 | -716455 |
Avg Bars in Trades | 55 | 97 | 14 | 55 | 97 | 14 |
Avg Bars in Winners | 69 | 145 | 16 | 69 | 145 | 16 |
Avg Bars in Losers | 45 | 70 | 12 | 45 | 70 | 12 |
Bars Traded | 10564 | 9155 | 1409 | 10564 | 9155 | 1409 |
Profit Streak | 0 | 91.8972 | 0 | 0 | 91.8972 | 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 | 472068 | 374338 | -483743 | -353256 | -148646 | -580596 |
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{ "first_band": { "type": "ssf", "factors": { "length": 133, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 219, "offset": 0, "std": 3.91531 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 133, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 219, "offset": 0, "std": 3.91531 } } }
# | 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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