Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 747506.2891 | 453498.4119 | 294007.8773 | 4848691.0367 | 1556513.608 | 3292177.4286 |
Total P&L (%) | 747.5063 | 453.4984 | 294.0079 | 4848.691 | 1556.5136 | 3292.1774 |
Avg Daily Profit (%) | 0.4123 | 0.2501 | 0.1622 | 0.2154 | 0.155 | 0.1946 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78440 | -104433 | -61343 | -1643171 | -1411920 | -1528804 |
Profit Factor | 1.8746 | 2.0214 | 1.7159 | 1.3991 | 1.2495 | 1.557 |
Total Trades | 261 | 130 | 131 | 261 | 130 | 131 |
Winning Trades | 106 | 46 | 60 | 106 | 46 | 60 |
Losing Trades | 155 | 84 | 71 | 155 | 84 | 71 |
Profitability (%) | 40.613 | 35.3846 | 45.8015 | 40.613 | 35.3846 | 45.8015 |
Ratio Avg Win / Avg Loss | 2.7411 | 3.6913 | 2.0304 | 2.0459 | 2.2817 | 1.8425 |
Largest Winning Trade | 266971 | 266971 | 54214 | 1075297 | 1075297 | 811181 |
Largest Losing Trade | -25867 | -18675 | -25867 | -670002 | -340327 | -670002 |
Avg Bars in Trades | 82 | 82 | 83 | 82 | 82 | 83 |
Avg Bars in Winners | 133 | 136 | 131 | 133 | 136 | 131 |
Avg Bars in Losers | 48 | 52 | 42 | 48 | 52 | 42 |
Bars Traded | 21648 | 10730 | 10918 | 21648 | 10730 | 10918 |
Profit Streak | 13.4859 | 0 | 16.1526 | 13.4859 | 0 | 16.1526 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422207 | 215932 | 334329 | 298360 | 95262 | 341792 |
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{ "first_band": { "type": "ssf", "factors": { "length": 203, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 79, "offset": 74, "std": 3.74353 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 203, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 79, "offset": 74, "std": 3.74353 } } }
# | 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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