Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332057.3218 | 321438.5101 | 10618.8116 | 119267.5284 | 111361.9639 | 7905.5645 |
Total P&L (%) | 332.0573 | 321.4385 | 10.6188 | 119.2675 | 111.362 | 7.9056 |
Avg Daily Profit (%) | 0.2353 | 0.2278 | 0.0075 | 0.0556 | 0.053 | 0.0054 |
Buy And Hold Return (%) | 30.1658 | 30.1658 | 30.1658 | 30.1658 | 30.1658 | 30.1658 |
Max Trade Drawdown | -130671 | -119032 | -31009 | -283257 | -277596 | -49188 |
Profit Factor | 1.6627 | 1.8323 | 1.0925 | 1.1662 | 1.1941 | 1.0549 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 58.3333 | 60.4167 | 56.25 | 58.3333 | 60.4167 | 56.25 |
Ratio Avg Win / Avg Loss | 1.1877 | 1.2005 | 0.8497 | 0.833 | 0.7824 | 0.8205 |
Largest Winning Trade | 87132 | 87132 | 20257 | 101429 | 101429 | 28933 |
Largest Losing Trade | -66226 | -66226 | -12517 | -146206 | -146206 | -22448 |
Avg Bars in Trades | 168 | 323 | 12 | 168 | 323 | 12 |
Avg Bars in Winners | 118 | 218 | 11 | 118 | 218 | 11 |
Avg Bars in Losers | 236 | 484 | 13 | 236 | 484 | 13 |
Bars Traded | 16135 | 15542 | 593 | 16135 | 15542 | 593 |
Profit Streak | 509.055 | 0 | 584.6384 | 509.055 | 0 | 584.6384 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427720 | 419861 | -466501 | -158311 | -131777 | -510645 |
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{ "first_band": { "type": "bbl", "factors": { "length": 34, "offset": 0, "std": 4.82713 } }, "second_band": { "type": "ssf", "factors": { "length": 209, "offset": 0, "poles": 3 } } }
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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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