Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 918716.7226 | 804850.1549 | 113866.5677 | 141428.8493 | 4043.4669 | 137385.3824 |
Total P&L (%) | 918.7167 | 804.8502 | 113.8666 | 141.4288 | 4.0435 | 137.3854 |
Avg Daily Profit (%) | 0.4759 | 0.4169 | 0.059 | 0.0457 | 0.0021 | 0.0448 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195738 | -136897 | -110756 | -444852 | -337858 | -187394 |
Profit Factor | 2.1997 | 2.7395 | 1.3757 | 1.1033 | 1.0045 | 1.2868 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 51 | 30 | 21 | 51 | 30 | 21 |
Profitability (%) | 47.9592 | 38.7755 | 57.1429 | 47.9592 | 38.7755 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.387 | 4.3255 | 1.0318 | 1.1972 | 1.5861 | 0.9651 |
Largest Winning Trade | 532177 | 532177 | 44163 | 187598 | 187598 | 125253 |
Largest Losing Trade | -91205 | -49236 | -91205 | -239536 | -239536 | -150170 |
Avg Bars in Trades | 76 | 88 | 65 | 76 | 88 | 65 |
Avg Bars in Winners | 92 | 110 | 80 | 92 | 110 | 80 |
Avg Bars in Losers | 62 | 74 | 45 | 62 | 74 | 45 |
Bars Traded | 7529 | 4330 | 3200 | 7529 | 4330 | 3200 |
Profit Streak | 29.2579 | 35.2579 | 0 | 29.2579 | 35.2579 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 525207 | 410136 | -112593 | -238836 | -573994 | -133724 |
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{ "first_band": { "type": "ssf", "factors": { "length": 157, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 101, "offset": 0, "std": 3.81391 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 157, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 101, "offset": 0, "std": 3.81391 } } }
# | 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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