Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2221068.6463 | 2122101.3496 | 98967.2967 | 80734383.2654 | 66621880.3553 | 14112502.9101 |
Total P&L (%) | 2221.0686 | 2122.1014 | 98.9673 | 80734.3833 | 66621.8804 | 14112.5029 |
Avg Daily Profit (%) | 0.9783 | 0.9347 | 0.0436 | 0.2953 | 0.2869 | 0.2186 |
Buy And Hold Return (%) | 8930.6881 | 8930.6881 | 8930.6881 | 8930.6881 | 8930.6881 | 8930.6881 |
Max Trade Drawdown | -71631 | -41258 | -73940 | -14026679 | -11012733 | -10797992 |
Profit Factor | 7.7861 | 16.0489 | 1.5313 | 2.4104 | 3.3345 | 1.4916 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 49.1525 | 48.2759 | 50 | 49.1525 | 48.2759 | 50 |
Ratio Avg Win / Avg Loss | 8.0546 | 17.1953 | 1.5313 | 2.4935 | 3.5726 | 1.4916 |
Largest Winning Trade | 1241690 | 1241690 | 52196 | 45572928 | 45572928 | 22818011 |
Largest Losing Trade | -56151 | -28887 | -56151 | -7831036 | -7831036 | -7164420 |
Avg Bars in Trades | 112 | 111 | 113 | 112 | 111 | 113 |
Avg Bars in Winners | 154 | 156 | 152 | 154 | 156 | 152 |
Avg Bars in Losers | 71 | 68 | 73 | 71 | 68 | 73 |
Bars Traded | 6619 | 3226 | 3393 | 6619 | 3226 | 3393 |
Profit Streak | 0 | 233.2561 | 0 | 0 | 233.2561 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -323758 | -143719 | -297900 | -166384 | 554502 | -283 |
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{ "first_band": { "type": "ssf", "factors": { "length": 203, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 223, "offset": 0, "std": 3.31472 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 203, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 223, "offset": 0, "std": 3.31472 } } }
# | 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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