Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 928905.1988 | 724705.0089 | 204200.1899 | 7160329.042 | -180465.9968 | 7340795.0388 |
Total P&L (%) | 928.9052 | 724.705 | 204.2002 | 7160.329 | -180.466 | 7340.795 |
Avg Daily Profit (%) | 0.4784 | 0.3732 | 0.1052 | 0.2209 | 0 | 0.2222 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144205 | -82286 | -65674 | -4423740 | -3614502 | -3244291 |
Profit Factor | 2.8444 | 3.6785 | 1.8761 | 1.4919 | 0.9785 | 2.1944 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 49.4382 | 44.4444 | 54.5455 | 49.4382 | 44.4444 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.909 | 4.5981 | 1.5634 | 1.5258 | 1.2232 | 1.8287 |
Largest Winning Trade | 374081 | 374081 | 48510 | 2931138 | 2931138 | 2145028 |
Largest Losing Trade | -39511 | -31719 | -39511 | -1847619 | -1203024 | -1847619 |
Avg Bars in Trades | 127 | 111 | 144 | 127 | 111 | 144 |
Avg Bars in Winners | 179 | 160 | 196 | 179 | 160 | 196 |
Avg Bars in Losers | 77 | 72 | 82 | 77 | 72 | 82 |
Bars Traded | 11386 | 5023 | 6363 | 11386 | 5023 | 6363 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 571181 | 512991 | -48374 | 381721 | -581205 | 469818 |
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{ "first_band": { "type": "bbm", "factors": { "length": 121, "offset": 0, "std": 3.16867 } }, "second_band": { "type": "ssf", "factors": { "length": 128, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 121, "offset": 0, "std": 3.16867 } }, "second_band": { "type": "ssf", "factors": { "length": 128, "offset": 0, "poles": 2 } } }
# | 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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