Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1814748.1563 | 1704281.1803 | 110466.976 | 542530.5819 | 2167578.0053 | -1625047.4235 |
Total P&L (%) | 1814.7482 | 1704.2812 | 110.467 | 542.5306 | 2167.578 | -1625.0474 |
Avg Daily Profit (%) | 0.7814 | 0.7338 | 0.0476 | 0.0801 | 0.1345 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139173 | -91504 | -147014 | -26096866 | -19423762 | -22724790 |
Profit Factor | 3.767 | 7.326 | 1.2859 | 1.0084 | 1.0754 | 0.9549 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 49.2958 | 41.6667 | 57.1429 | 49.2958 | 41.6667 | 57.1429 |
Ratio Avg Win / Avg Loss | 3.8746 | 10.2564 | 0.9644 | 1.0372 | 1.5055 | 0.7162 |
Largest Winning Trade | 1385088 | 1385088 | 82500 | 10086414 | 7341424 | 10086414 |
Largest Losing Trade | -90975 | -34241 | -90975 | -14709404 | -7470608 | -14709404 |
Avg Bars in Trades | 125 | 112 | 139 | 125 | 112 | 139 |
Avg Bars in Winners | 163 | 159 | 167 | 163 | 159 | 167 |
Avg Bars in Losers | 88 | 78 | 102 | 88 | 78 | 102 |
Bars Traded | 8910 | 4038 | 4872 | 8910 | 4038 | 4872 |
Profit Streak | 31.5892 | 31.5892 | 81.0892 | 31.5892 | 31.5892 | 81.0892 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70655 | 663337 | -129178 | -387425 | -152290 | -578899 |
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{ "first_band": { "type": "bbm", "factors": { "length": 145, "offset": 0, "std": 2.63047 } }, "second_band": { "type": "ssf", "factors": { "length": 147, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 145, "offset": 0, "std": 2.63047 } }, "second_band": { "type": "ssf", "factors": { "length": 147, "offset": 0, "poles": 3 } } }
# | 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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