Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -537774.9465 | 222322.1151 | -760097.0617 | -1878384.7719 | -9025115.1147 | 7146730.3427 |
Total P&L (%) | -537.7749 | 222.3221 | -760.0971 | -1878.3848 | -9025.1151 | 7146.7303 |
Avg Daily Profit (%) | -0.2949 | 0.1219 | -0.4168 | 0 | 0 | 0.2351 |
Buy And Hold Return (%) | 725.3682 | 725.3682 | 725.3682 | 725.3682 | 725.3682 | 725.3682 |
Max Trade Drawdown | -742079 | -131489 | -805161 | -36138061 | -25731259 | -13113990 |
Profit Factor | 0.6294 | 1.6671 | 0.3201 | 0.973 | 0.7555 | 1.2183 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 44 | 21 | 23 | 41 | 20 | 21 |
Losing Trades | 36 | 19 | 17 | 39 | 20 | 19 |
Profitability (%) | 55 | 52.5 | 57.5 | 51.25 | 50 | 52.5 |
Ratio Avg Win / Avg Loss | 0.515 | 1.5083 | 0.2366 | 0.9256 | 0.7555 | 1.1022 |
Largest Winning Trade | 108391 | 108391 | 44172 | 18895777 | 6179320 | 18895777 |
Largest Losing Trade | -385071 | -76288 | -385071 | -22022337 | -22022337 | -11717455 |
Avg Bars in Trades | 89 | 96 | 82 | 89 | 96 | 82 |
Avg Bars in Winners | 64 | 59 | 68 | 94 | 101 | 88 |
Avg Bars in Losers | 120 | 137 | 101 | 83 | 90 | 76 |
Bars Traded | 7154 | 3853 | 3301 | 7154 | 3853 | 3301 |
Profit Streak | 11.6764 | 30.6764 | 0 | 0 | 0 | 108.4264 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -603278 | -191995 | -579777 | -604393 | -580749 | 332372 |
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{ "first_band": { "type": "ssf", "factors": { "length": 101, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 110, "offset": 0, "std": 4.06747 } } }
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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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