Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 167550.1444 | 106239.5202 | 61310.6242 | 226383.8039 | 177102.0557 | 49281.7481 |
Total P&L (%) | 167.5501 | 106.2395 | 61.3106 | 226.3838 | 177.1021 | 49.2817 |
Avg Daily Profit (%) | 0.3217 | 0.204 | 0.1177 | 0.2274 | 0.1959 | 0.077 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64125 | -53707 | -43249 | -259330 | -178184 | -160124 |
Profit Factor | 1.3626 | 1.4389 | 1.2787 | 1.1668 | 1.2415 | 1.079 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Losing Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Profitability (%) | 47.4359 | 47.0085 | 47.8632 | 47.4359 | 47.0085 | 47.8632 |
Ratio Avg Win / Avg Loss | 1.5099 | 1.622 | 1.3929 | 1.2929 | 1.3995 | 1.1753 |
Largest Winning Trade | 33169 | 33169 | 22386 | 71134 | 71134 | 61040 |
Largest Losing Trade | -16611 | -16611 | -13505 | -58326 | -58326 | -38222 |
Avg Bars in Trades | 106 | 101 | 110 | 106 | 101 | 110 |
Avg Bars in Winners | 146 | 139 | 154 | 146 | 139 | 154 |
Avg Bars in Losers | 69 | 68 | 69 | 69 | 68 | 69 |
Bars Traded | 24836 | 11919 | 12917 | 24836 | 11919 | 12917 |
Profit Streak | 0 | 3.1534 | 0 | 0 | 3.1534 | 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 | 356304 | 241911 | -38118 | -29531 | 156005 | -226878 |
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{ "first_band": { "type": "bbm", "factors": { "length": 115, "offset": 0, "std": 2.99331 } }, "second_band": { "type": "ssf", "factors": { "length": 173, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 115, "offset": 0, "std": 2.99331 } }, "second_band": { "type": "ssf", "factors": { "length": 173, "offset": 0, "poles": 2 } } }
# | 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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