Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 144989.7918 | 67546.7728 | 77443.019 | 152246.4709 | 78218.6945 | 74027.7765 |
Total P&L (%) | 144.9898 | 67.5468 | 77.443 | 152.2465 | 78.2187 | 74.0278 |
Avg Daily Profit (%) | 0.2784 | 0.1297 | 0.1487 | 0.1778 | 0.111 | 0.1064 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84846 | -65737 | -32863 | -195827 | -136554 | -89942 |
Profit Factor | 1.2696 | 1.2062 | 1.3685 | 1.1602 | 1.1402 | 1.1887 |
Total Trades | 305 | 152 | 153 | 305 | 152 | 153 |
Winning Trades | 139 | 68 | 71 | 139 | 68 | 71 |
Losing Trades | 166 | 84 | 82 | 166 | 84 | 82 |
Profitability (%) | 45.5738 | 44.7368 | 46.4052 | 45.5738 | 44.7368 | 46.4052 |
Ratio Avg Win / Avg Loss | 1.5163 | 1.49 | 1.5805 | 1.3856 | 1.4085 | 1.3729 |
Largest Winning Trade | 34685 | 34685 | 26650 | 65758 | 49800 | 65758 |
Largest Losing Trade | -17923 | -13808 | -17923 | -58964 | -33421 | -58964 |
Avg Bars in Trades | 80 | 123 | 37 | 80 | 123 | 37 |
Avg Bars in Winners | 110 | 176 | 47 | 110 | 176 | 47 |
Avg Bars in Losers | 55 | 81 | 29 | 55 | 81 | 29 |
Bars Traded | 24609 | 18832 | 5777 | 24609 | 18832 | 5777 |
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 | 309793 | -22912 | 192343 | -37521 | -113435 | -65585 |
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{ "first_band": { "type": "ssf", "factors": { "length": 237, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 34, "offset": 0, "std": 1.66371 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 237, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 34, "offset": 0, "std": 1.66371 } } }
# | 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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