Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2804948.1513 | 2701406.1448 | 103542.0065 | 10500032.4423 | 8732459.9926 | 1767572.4497 |
Total P&L (%) | 2804.9482 | 2701.4061 | 103.542 | 10500.0324 | 8732.46 | 1767.5725 |
Avg Daily Profit (%) | 1.2613 | 1.2148 | 0.0466 | 0.2099 | 0.2017 | 0.1317 |
Buy And Hold Return (%) | 890.3824 | 890.3824 | 890.3824 | 890.3824 | 890.3824 | 890.3824 |
Max Trade Drawdown | -89146 | -64941 | -85782 | -16078151 | -13274214 | -15738758 |
Profit Factor | 4.8416 | 8.6387 | 1.275 | 1.0977 | 1.1606 | 1.0333 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Profitability (%) | 38.1356 | 37.2881 | 38.9831 | 38.1356 | 37.2881 | 38.9831 |
Ratio Avg Win / Avg Loss | 7.8541 | 14.5287 | 1.9957 | 1.7807 | 1.9518 | 1.6174 |
Largest Winning Trade | 2393399 | 2393399 | 46861 | 16936714 | 16936714 | 7698629 |
Largest Losing Trade | -32669 | -32669 | -27238 | -6120725 | -6120725 | -5618288 |
Avg Bars in Trades | 110 | 107 | 114 | 110 | 107 | 114 |
Avg Bars in Winners | 208 | 204 | 212 | 208 | 204 | 212 |
Avg Bars in Losers | 50 | 49 | 51 | 50 | 49 | 51 |
Bars Traded | 13092 | 6340 | 6752 | 13092 | 6340 | 6752 |
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 | 502809 | -162928 | -476704 | -108101 | -216652 | -387770 |
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{ "first_band": { "type": "bbm", "factors": { "length": 160, "offset": 0, "std": 1.4889 } }, "second_band": { "type": "ssf", "factors": { "length": 59, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 160, "offset": 0, "std": 1.4889 } }, "second_band": { "type": "ssf", "factors": { "length": 59, "offset": 0, "poles": 2 } } }
# | 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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