Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2007035.8806 | 2233038.4801 | -226002.5996 | -97064.3973 | 282485.5516 | -379549.9489 |
Total P&L (%) | 2007.0359 | 2233.0385 | -226.0026 | -97.0644 | 282.4856 | -379.5499 |
Avg Daily Profit (%) | 1.0869 | 1.2093 | -0.1224 | -0.1909 | 0.0727 | 0 |
Buy And Hold Return (%) | 58.2838 | 58.2838 | 58.2838 | 58.2838 | 58.2838 | 58.2838 |
Max Trade Drawdown | -378667 | -212939 | -210497 | -791922 | -459247 | -343998 |
Profit Factor | 2.6859 | 3.9982 | 0.4929 | 0.9038 | 1.466 | 0.0565 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Profitability (%) | 35.7724 | 37.7049 | 33.871 | 35.7724 | 37.7049 | 33.871 |
Ratio Avg Win / Avg Loss | 4.8224 | 6.6057 | 0.9624 | 1.6227 | 2.422 | 0.1103 |
Largest Winning Trade | 2246117 | 2246117 | 36289 | 760669 | 760669 | 6509 |
Largest Losing Trade | -59683 | -59683 | -36072 | -295994 | -295994 | -104703 |
Avg Bars in Trades | 87 | 144 | 31 | 87 | 144 | 31 |
Avg Bars in Winners | 144 | 242 | 36 | 144 | 242 | 36 |
Avg Bars in Losers | 56 | 85 | 29 | 56 | 85 | 29 |
Bars Traded | 10795 | 8827 | 1968 | 10795 | 8827 | 1968 |
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 | 479959 | -146158 | -741508 | -583206 | -261902 | -741508 |
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{ "first_band": { "type": "ssf", "factors": { "length": 226, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 38, "offset": 0, "std": 2.78173 } } }
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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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