Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2070877.6043 | 2013693.9708 | 57183.6335 | 26879227.0975 | 22946489.5966 | 3932737.5008 |
Total P&L (%) | 2070.8776 | 2013.694 | 57.1836 | 26879.2271 | 22946.4896 | 3932.7375 |
Avg Daily Profit (%) | 0.9162 | 0.8909 | 0.0253 | 0.248 | 0.241 | 0.1637 |
Buy And Hold Return (%) | 8331.1337 | 8331.1337 | 8331.1337 | 8331.1337 | 8331.1337 | 8331.1337 |
Max Trade Drawdown | -97326 | -59640 | -87903 | -16622607 | -15422983 | -11097170 |
Profit Factor | 5.9609 | 12.8974 | 1.2304 | 1.4981 | 1.7528 | 1.1674 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 53.2258 | 58.0645 | 48.3871 | 53.2258 | 58.0645 | 48.3871 |
Ratio Avg Win / Avg Loss | 5.2384 | 9.3148 | 1.3124 | 1.3165 | 1.2659 | 1.2453 |
Largest Winning Trade | 1190485 | 1190485 | 49849 | 28903416 | 28903416 | 10697883 |
Largest Losing Trade | -63231 | -30113 | -63231 | -10764646 | -10764646 | -7745694 |
Avg Bars in Trades | 140 | 140 | 140 | 140 | 140 | 140 |
Avg Bars in Winners | 190 | 188 | 191 | 190 | 188 | 191 |
Avg Bars in Losers | 84 | 74 | 92 | 84 | 74 | 92 |
Bars Traded | 8714 | 4366 | 4348 | 8714 | 4366 | 4348 |
Profit Streak | 62.121 | 157.121 | 0 | 62.121 | 157.121 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -301533 | -142034 | -325859 | -150690 | 332659 | -195055 |
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{ "first_band": { "type": "ssf", "factors": { "length": 249, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 191, "offset": 0, "std": 3.31452 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 249, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 191, "offset": 0, "std": 3.31452 } } }
# | 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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