Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 123571.2023 | 57493.167 | 66078.0353 | 153788.2567 | 83026.0156 | 70762.241 |
Total P&L (%) | 123.5712 | 57.4932 | 66.078 | 153.7883 | 83.026 | 70.7622 |
Avg Daily Profit (%) | 0.4745 | 0.2208 | 0.2537 | 0.3583 | 0.2324 | 0.2057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67084 | -28249 | -68166 | -153527 | -56812 | -138722 |
Profit Factor | 1.3204 | 1.3183 | 1.3223 | 1.2139 | 1.2491 | 1.1835 |
Total Trades | 293 | 146 | 147 | 293 | 146 | 147 |
Winning Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Losing Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Profitability (%) | 57.6792 | 57.5342 | 57.8231 | 57.6792 | 57.5342 | 57.8231 |
Ratio Avg Win / Avg Loss | 0.9688 | 0.973 | 0.9645 | 0.8907 | 0.922 | 0.8633 |
Largest Winning Trade | 24248 | 15654 | 24248 | 49845 | 27270 | 49845 |
Largest Losing Trade | -23680 | -15606 | -23680 | -43924 | -23876 | -43924 |
Avg Bars in Trades | 84 | 83 | 86 | 84 | 83 | 86 |
Avg Bars in Winners | 70 | 73 | 67 | 70 | 73 | 67 |
Avg Bars in Losers | 103 | 96 | 111 | 103 | 96 | 111 |
Bars Traded | 24814 | 12152 | 12662 | 24814 | 12152 | 12662 |
Profit Streak | 0 | 8.4204 | 0 | 0 | 8.4204 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347098 | 235840 | 209736 | 287908 | 254207 | -13173 |
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{ "first_band": { "type": "ssf", "factors": { "length": 114, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 209, "offset": 0, "std": 2.45305 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 114, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 209, "offset": 0, "std": 2.45305 } } }
# | 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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