Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2685280.3387 | 2589721.9289 | 95558.4098 | 62054923.4956 | 62520085.0819 | -465161.5863 |
Total P&L (%) | 2685.2803 | 2589.7219 | 95.5584 | 62054.9235 | 62520.0851 | -465.1616 |
Avg Daily Profit (%) | 1.1839 | 1.1417 | 0.0421 | 0.284 | 0.2843 | 0 |
Buy And Hold Return (%) | 9477.9093 | 9477.9093 | 9477.9093 | 9477.9093 | 9477.9093 | 9477.9093 |
Max Trade Drawdown | -75502 | -61293 | -60999 | -98779889 | -86607861 | -48789266 |
Profit Factor | 9.1369 | 16.9222 | 1.571 | 1.3662 | 1.5646 | 0.9921 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 50 | 46.875 | 53.125 | 50 | 46.875 | 53.125 |
Ratio Avg Win / Avg Loss | 9.1369 | 19.1785 | 1.3861 | 1.3662 | 1.7732 | 0.8754 |
Largest Winning Trade | 1688329 | 1688329 | 50578 | 119034871 | 119034871 | 32657172 |
Largest Losing Trade | -59638 | -38366 | -59638 | -60172817 | -60172817 | -19767092 |
Avg Bars in Trades | 138 | 141 | 135 | 138 | 141 | 135 |
Avg Bars in Winners | 189 | 198 | 182 | 189 | 198 | 182 |
Avg Bars in Losers | 87 | 91 | 82 | 87 | 91 | 82 |
Bars Traded | 8862 | 4526 | 4336 | 8862 | 4526 | 4336 |
Profit Streak | 0 | 106.1565 | 0 | 0 | 106.1565 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -287250 | -144473 | -300299 | -134557 | 382135 | -580405 |
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{ "first_band": { "type": "ssf", "factors": { "length": 231, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 102, "offset": 0, "std": 3.5381 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 231, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 102, "offset": 0, "std": 3.5381 } } }
# | 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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