Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 514465.527 | 586092.1154 | -71626.5884 | -75656.2311 | 62172.4259 | -137828.657 |
Total P&L (%) | 514.4655 | 586.0921 | -71.6266 | -75.6562 | 62.1724 | -137.8287 |
Avg Daily Profit (%) | 0.2162 | 0.2463 | -0.0301 | -0.0594 | 0.0203 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167480 | -111822 | -83276 | -419860 | -351335 | -149206 |
Profit Factor | 1.5004 | 2.1572 | 0.8627 | 0.9452 | 1.0793 | 0.7687 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 43.1818 | 43.1818 | 43.1818 | 43.1818 | 43.1818 | 43.1818 |
Ratio Avg Win / Avg Loss | 1.9742 | 2.8384 | 1.1351 | 1.2436 | 1.4201 | 1.0114 |
Largest Winning Trade | 278262 | 278262 | 66546 | 211788 | 211788 | 86074 |
Largest Losing Trade | -52416 | -47841 | -52416 | -182115 | -182115 | -149206 |
Avg Bars in Trades | 79 | 91 | 68 | 79 | 91 | 68 |
Avg Bars in Winners | 110 | 118 | 102 | 110 | 118 | 102 |
Avg Bars in Losers | 55 | 70 | 41 | 55 | 70 | 41 |
Bars Traded | 7002 | 4008 | 2994 | 7002 | 4008 | 2994 |
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 | 294452 | 357989 | -581704 | -581527 | -302115 | -581704 |
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{ "first_band": { "type": "ssf", "factors": { "length": 186, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 238, "offset": 0, "std": 3.19071 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 186, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 238, "offset": 0, "std": 3.19071 } } }
# | 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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