Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -11548.2287 | 90706.4748 | -102254.7035 | 1277437.0458 | 321017.6679 | 956419.3779 |
Total P&L (%) | -11.5482 | 90.7065 | -102.2547 | 1277.437 | 321.0177 | 956.4194 |
Avg Daily Profit (%) | -0.0085 | 0.067 | -0.0755 | 0.1939 | 0.1062 | 0.1743 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -380135 | -23517 | -386759 | -670430 | -270543 | -490217 |
Profit Factor | 0.9839 | 1.786 | 0.8299 | 1.6838 | 1.6559 | 1.6937 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 50 | 24 | 26 | 46 | 24 | 22 |
Losing Trades | 27 | 15 | 12 | 31 | 15 | 16 |
Profitability (%) | 64.9351 | 61.5385 | 68.4211 | 59.7403 | 61.5385 | 57.8947 |
Ratio Avg Win / Avg Loss | 0.5313 | 1.1162 | 0.3831 | 1.1347 | 1.0349 | 1.2318 |
Largest Winning Trade | 56909 | 20358 | 56909 | 488921 | 145548 | 488921 |
Largest Losing Trade | -242377 | -23517 | -242377 | -347468 | -177965 | -347468 |
Avg Bars in Trades | 33 | 10 | 57 | 33 | 10 | 57 |
Avg Bars in Winners | 25 | 7 | 41 | 27 | 8 | 48 |
Avg Bars in Losers | 49 | 14 | 93 | 42 | 13 | 69 |
Bars Traded | 2598 | 404 | 2194 | 2598 | 404 | 2194 |
Profit Streak | 50.6457 | 95.6457 | 50.6457 | 50.6457 | 95.6457 | 50.6457 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -623426 | -98056 | -577812 | -33257 | -45996 | 414596 |
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{ "first_band": { "type": "bbu", "factors": { "length": 16, "offset": 0, "std": 2.0305 } }, "second_band": { "type": "ssf", "factors": { "length": 89, "offset": 0, "poles": 2 } } }
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# | 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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