Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1133141.6464 | 42477.7904 | -1175619.4369 | -654832.5571 | -9934602.8612 | 9279770.3042 |
Total P&L (%) | -1133.1416 | 42.4778 | -1175.6194 | -654.8326 | -9934.6029 | 9279.7703 |
Avg Daily Profit (%) | -0.6231 | 0.0234 | -0.6464 | 0 | 0 | 0.25 |
Buy And Hold Return (%) | 643.9265 | 643.9265 | 643.9265 | 643.9265 | 643.9265 | 643.9265 |
Max Trade Drawdown | -1228055 | -191865 | -1201258 | -18052095 | -14007325 | -4237015 |
Profit Factor | 0.3703 | 1.1291 | 0.2005 | 0.9773 | 0.4418 | 1.8417 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 33 | 17 | 16 | 28 | 14 | 14 |
Losing Trades | 29 | 14 | 15 | 34 | 17 | 17 |
Profitability (%) | 53.2258 | 54.8387 | 51.6129 | 45.1613 | 45.1613 | 45.1613 |
Ratio Avg Win / Avg Loss | 0.3254 | 0.9299 | 0.188 | 1.1867 | 0.5365 | 2.2364 |
Largest Winning Trade | 78187 | 78187 | 39970 | 13272347 | 3729602 | 13272347 |
Largest Losing Trade | -612908 | -77796 | -612908 | -12900538 | -12900538 | -2432923 |
Avg Bars in Trades | 86 | 89 | 83 | 86 | 89 | 83 |
Avg Bars in Winners | 45 | 44 | 46 | 89 | 90 | 87 |
Avg Bars in Losers | 133 | 144 | 123 | 84 | 88 | 80 |
Bars Traded | 5369 | 2771 | 2598 | 5369 | 2771 | 2598 |
Profit Streak | 0 | 0 | 39.9699 | 15.3033 | 28.3033 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -738859 | -407003 | -580061 | -738909 | -582159 | 361377 |
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{ "first_band": { "type": "bbm", "factors": { "length": 229, "offset": 0, "std": 2.42112 } }, "second_band": { "type": "ssf", "factors": { "length": 167, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 229, "offset": 0, "std": 2.42112 } }, "second_band": { "type": "ssf", "factors": { "length": 167, "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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