Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 532008.2058 | 384823.1968 | 147185.009 | 1540080.6359 | 1481522.4782 | 58558.1577 |
Total P&L (%) | 532.0082 | 384.8232 | 147.185 | 1540.0806 | 1481.5225 | 58.5582 |
Avg Daily Profit (%) | 0.4259 | 0.3081 | 0.1178 | 0.2242 | 0.2213 | 0.0369 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90330 | -82261 | -87102 | -2553616 | -2259520 | -1331572 |
Profit Factor | 1.7009 | 2.2911 | 1.3193 | 1.1591 | 1.3127 | 1.0119 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 111 | 51 | 60 | 111 | 51 | 60 |
Losing Trades | 75 | 42 | 33 | 75 | 42 | 33 |
Profitability (%) | 59.6774 | 54.8387 | 64.5161 | 59.6774 | 54.8387 | 64.5161 |
Ratio Avg Win / Avg Loss | 1.1493 | 1.8868 | 0.7256 | 0.7832 | 1.081 | 0.5565 |
Largest Winning Trade | 58958 | 58958 | 41654 | 552560 | 552560 | 450866 |
Largest Losing Trade | -62903 | -43588 | -62903 | -1282366 | -1282366 | -875820 |
Avg Bars in Trades | 39 | 41 | 36 | 39 | 41 | 36 |
Avg Bars in Winners | 35 | 37 | 33 | 35 | 37 | 33 |
Avg Bars in Losers | 45 | 47 | 43 | 45 | 47 | 43 |
Bars Traded | 7316 | 3892 | 3424 | 7316 | 3892 | 3424 |
Profit Streak | 17.8041 | 17.8041 | 21.1374 | 17.8041 | 17.8041 | 21.1374 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 553531 | 496595 | -34743 | -35637 | 333666 | -351106 |
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{ "first_band": { "type": "ssf", "factors": { "length": 59, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 53, "offset": 0, "std": 2.92228 } } }
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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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