Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1026812.5883 | 1044538.2736 | -17725.6852 | 771125.7933 | 1745719.3231 | -974593.5297 |
Total P&L (%) | 1026.8126 | 1044.5383 | -17.7257 | 771.1258 | 1745.7193 | -974.5935 |
Avg Daily Profit (%) | 0.5665 | 0.5763 | -0.0098 | 0.1195 | 0.161 | 0 |
Buy And Hold Return (%) | 480.2469 | 480.2469 | 480.2469 | 480.2469 | 480.2469 | 480.2469 |
Max Trade Drawdown | -97709 | -67760 | -75278 | -1378978 | -640182 | -1011829 |
Profit Factor | 2.6958 | 4.9768 | 0.9483 | 1.1242 | 1.639 | 0.7198 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 41.4634 | 39.0244 | 43.9024 | 41.4634 | 39.0244 | 43.9024 |
Ratio Avg Win / Avg Loss | 3.8058 | 7.7762 | 1.2117 | 1.5871 | 2.5609 | 0.9197 |
Largest Winning Trade | 535951 | 535951 | 76197 | 1540188 | 1540188 | 545827 |
Largest Losing Trade | -34555 | -24050 | -34555 | -482738 | -267951 | -482738 |
Avg Bars in Trades | 42 | 30 | 55 | 42 | 30 | 55 |
Avg Bars in Winners | 67 | 52 | 80 | 67 | 52 | 80 |
Avg Bars in Losers | 25 | 16 | 35 | 25 | 16 | 35 |
Bars Traded | 3524 | 1257 | 2268 | 3524 | 1257 | 2268 |
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 | -1752 | 326776 | -581446 | -137499 | 145027 | -583113 |
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{ "first_band": { "type": "ssf", "factors": { "length": 151, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbl", "factors": { "length": 196, "offset": 0, "std": 1.19373 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 151, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbl", "factors": { "length": 196, "offset": 0, "std": 1.19373 } } }
# | 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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