Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1168725.8764 | 1139554.6114 | 29171.265 | 1082640.0602 | 1464415.5262 | -381775.466 |
Total P&L (%) | 1168.7259 | 1139.5546 | 29.1713 | 1082.6401 | 1464.4155 | -381.7755 |
Avg Daily Profit (%) | 0.6417 | 0.6257 | 0.016 | 0.1357 | 0.1511 | 0 |
Buy And Hold Return (%) | 583.9199 | 583.9199 | 583.9199 | 583.9199 | 583.9199 | 583.9199 |
Max Trade Drawdown | -95118 | -109492 | -57838 | -2676422 | -1687690 | -992789 |
Profit Factor | 2.8743 | 4.0358 | 1.1175 | 1.1324 | 1.2929 | 0.8799 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 46.7391 | 41.3043 | 52.1739 | 46.7391 | 41.3043 | 52.1739 |
Ratio Avg Win / Avg Loss | 3.2754 | 5.7351 | 1.0244 | 1.2904 | 1.8373 | 0.8066 |
Largest Winning Trade | 603989 | 603989 | 37570 | 1836048 | 1836048 | 615256 |
Largest Losing Trade | -41299 | -41299 | -33294 | -632938 | -632938 | -531363 |
Avg Bars in Trades | 55 | 80 | 30 | 55 | 80 | 30 |
Avg Bars in Winners | 72 | 118 | 36 | 72 | 118 | 36 |
Avg Bars in Losers | 40 | 53 | 25 | 40 | 53 | 25 |
Bars Traded | 5107 | 3684 | 1423 | 5107 | 3684 | 1423 |
Profit Streak | 91.6233 | 0 | 99.29 | 91.6233 | 0 | 99.29 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358480 | 296782 | -427538 | -94670 | 68932 | -579862 |
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{ "first_band": { "type": "ssf", "factors": { "length": 180, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 19, "offset": 0, "std": 3.30913 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 180, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 19, "offset": 0, "std": 3.30913 } } }
# | 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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