Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228609.0738 | 258712.0696 | -30102.9959 | -1428303.0883 | -687794.8351 | -740508.2532 |
Total P&L (%) | 228.6091 | 258.7121 | -30.103 | -1428.3031 | -687.7948 | -740.5083 |
Avg Daily Profit (%) | 0.1852 | 0.2096 | -0.0244 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78873 | -45301 | -79562 | -1276092 | -704590 | -738081 |
Profit Factor | 1.3994 | 2.5342 | 0.9255 | 0.4652 | 0.4752 | 0.4555 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 64 | 29 | 35 | 20 | 13 | 7 |
Losing Trades | 21 | 13 | 8 | 65 | 29 | 36 |
Profitability (%) | 75.2941 | 69.0476 | 81.3953 | 23.5294 | 30.9524 | 16.2791 |
Ratio Avg Win / Avg Loss | 0.4592 | 1.136 | 0.2115 | 1.5118 | 1.06 | 2.3425 |
Largest Winning Trade | 45708 | 45708 | 33299 | 308907 | 308907 | 249025 |
Largest Losing Trade | -207845 | -37751 | -207845 | -318336 | -318336 | -207845 |
Avg Bars in Trades | 82 | 90 | 75 | 82 | 90 | 75 |
Avg Bars in Winners | 56 | 65 | 48 | 159 | 145 | 184 |
Avg Bars in Losers | 164 | 145 | 194 | 59 | 65 | 54 |
Bars Traded | 7044 | 3782 | 3263 | 7044 | 3782 | 3263 |
Profit Streak | 8.3509 | 0 | 56.0176 | 0 | 13.3509 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395100 | 501677 | -575301 | -614069 | -585871 | -646478 |
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{ "first_band": { "type": "ssf", "factors": { "length": 58, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 170, "offset": 0, "std": 4.07448 } } }
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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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