Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 671628.6066 | 564954.684 | 106673.9227 | 668444.2636 | -53964.7617 | 722409.0253 |
Total P&L (%) | 671.6286 | 564.9547 | 106.6739 | 668.4443 | -53.9648 | 722.409 |
Avg Daily Profit (%) | 0.3455 | 0.2906 | 0.0549 | 0.105 | -0.0399 | 0.1084 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104853 | -64346 | -98714 | -579547 | -578805 | -335533 |
Profit Factor | 2.5308 | 3.8262 | 1.4466 | 1.3558 | 0.9472 | 1.844 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 39.6552 | 34.4828 | 44.8276 | 39.6552 | 34.4828 | 44.8276 |
Ratio Avg Win / Avg Loss | 3.8512 | 7.2697 | 1.7805 | 2.0632 | 1.7998 | 2.2696 |
Largest Winning Trade | 436765 | 436765 | 63599 | 333205 | 237156 | 333205 |
Largest Losing Trade | -58207 | -42960 | -58207 | -240250 | -210212 | -240250 |
Avg Bars in Trades | 64 | 50 | 78 | 64 | 50 | 78 |
Avg Bars in Winners | 116 | 92 | 134 | 116 | 92 | 134 |
Avg Bars in Losers | 30 | 28 | 32 | 30 | 28 | 32 |
Bars Traded | 3742 | 1468 | 2274 | 3742 | 1468 | 2274 |
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 | -169694 | 347645 | -119617 | -234718 | -584089 | -46361 |
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{ "first_band": { "type": "ssf", "factors": { "length": 140, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 12, "offset": 0, "std": 1.53082 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 140, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 12, "offset": 0, "std": 1.53082 } } }
# | 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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