Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1469920.8036 | 1340032.465 | 129888.3387 | 9867755.3454 | 8754375.7694 | 1113379.576 |
Total P&L (%) | 1469.9208 | 1340.0325 | 129.8883 | 9867.7553 | 8754.3758 | 1113.3796 |
Avg Daily Profit (%) | 0.8057 | 0.7345 | 0.0712 | 0.2525 | 0.246 | 0.1369 |
Buy And Hold Return (%) | 626.9168 | 626.9168 | 626.9168 | 626.9168 | 626.9168 | 626.9168 |
Max Trade Drawdown | -89147 | -79941 | -51285 | -9663303 | -6738063 | -6652751 |
Profit Factor | 4.5332 | 6.6063 | 1.7338 | 1.2817 | 1.4582 | 1.0699 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 41.8919 | 32.4324 | 51.3514 | 41.8919 | 32.4324 | 51.3514 |
Ratio Avg Win / Avg Loss | 6.2879 | 13.763 | 1.6425 | 1.7779 | 3.038 | 1.0136 |
Largest Winning Trade | 624929 | 624929 | 47829 | 12522071 | 12522071 | 3085485 |
Largest Losing Trade | -28838 | -28838 | -27546 | -3199352 | -3199352 | -2141305 |
Avg Bars in Trades | 45 | 61 | 28 | 45 | 61 | 28 |
Avg Bars in Winners | 70 | 128 | 32 | 70 | 128 | 32 |
Avg Bars in Losers | 27 | 29 | 24 | 27 | 29 | 24 |
Bars Traded | 3334 | 2276 | 1058 | 3334 | 2276 | 1058 |
Profit Streak | 0 | 170.6166 | 0 | 0 | 170.6166 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -55898 | 334927 | -259917 | -62360 | 170451 | -161382 |
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{ "first_band": { "type": "ssf", "factors": { "length": 224, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 198, "offset": 0, "std": 4.35792 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 224, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 198, "offset": 0, "std": 4.35792 } } }
# | 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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