Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 490182.6615 | 296296.8783 | 193885.7831 | 1274885.9355 | 1161215.0422 | 113670.8933 |
Total P&L (%) | 490.1827 | 296.2969 | 193.8858 | 1274.8859 | 1161.215 | 113.6709 |
Avg Daily Profit (%) | 0.2914 | 0.1762 | 0.1153 | 0.156 | 0.1508 | 0.0452 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93158 | -94045 | -64534 | -2344264 | -707013 | -1677599 |
Profit Factor | 1.6449 | 1.784 | 1.5074 | 1.2572 | 1.5346 | 1.0408 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 80 | 37 | 43 | 80 | 37 | 43 |
Losing Trades | 115 | 61 | 54 | 115 | 61 | 54 |
Profitability (%) | 41.0256 | 37.7551 | 44.3299 | 41.0256 | 37.7551 | 44.3299 |
Ratio Avg Win / Avg Loss | 2.3645 | 2.9411 | 1.893 | 1.8073 | 2.5301 | 1.3071 |
Largest Winning Trade | 107692 | 107692 | 51721 | 663636 | 663636 | 580042 |
Largest Losing Trade | -24947 | -18623 | -24947 | -478052 | -260724 | -478052 |
Avg Bars in Trades | 102 | 95 | 109 | 102 | 95 | 109 |
Avg Bars in Winners | 164 | 155 | 171 | 164 | 155 | 171 |
Avg Bars in Losers | 59 | 59 | 59 | 59 | 59 | 59 |
Bars Traded | 20003 | 9396 | 10607 | 20003 | 9396 | 10607 |
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 | 325747 | 206854 | -39143 | 220528 | 186890 | -310721 |
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{ "first_band": { "type": "bbm", "factors": { "length": 124, "offset": 0, "std": 4.39843 } }, "second_band": { "type": "ssf", "factors": { "length": 57, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 124, "offset": 0, "std": 4.39843 } }, "second_band": { "type": "ssf", "factors": { "length": 57, "offset": 0, "poles": 3 } } }
# | 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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