Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2428106.4941 | -18898.3429 | -2409208.1512 | 67090.0772 | -7886407.6799 | 7953497.7571 |
Total P&L (%) | -2428.1065 | -18.8983 | -2409.2082 | 67.0901 | -7886.4077 | 7953.4978 |
Avg Daily Profit (%) | -1.3068 | -0.0102 | -1.2967 | 0.0276 | 0 | 0.2365 |
Buy And Hold Return (%) | 75.467 | 75.467 | 75.467 | 75.467 | 75.467 | 75.467 |
Max Trade Drawdown | -2559552 | -169694 | -2486356 | -18525025 | -9589965 | -10121018 |
Profit Factor | 0.2529 | 0.9455 | 0.1701 | 1.0017 | 0.4865 | 1.3268 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 49 | 22 | 27 | 39 | 20 | 19 |
Losing Trades | 39 | 22 | 17 | 49 | 24 | 25 |
Profitability (%) | 55.6818 | 50 | 61.3636 | 44.3182 | 45.4545 | 43.1818 |
Ratio Avg Win / Avg Loss | 0.2013 | 0.9455 | 0.1071 | 1.2585 | 0.5838 | 1.7458 |
Largest Winning Trade | 45402 | 45029 | 45402 | 13703238 | 2464260 | 13703238 |
Largest Losing Trade | -2289770 | -47518 | -2289770 | -4016837 | -2943300 | -4016837 |
Avg Bars in Trades | 62 | 26 | 98 | 62 | 26 | 98 |
Avg Bars in Winners | 42 | 18 | 62 | 63 | 27 | 101 |
Avg Bars in Losers | 86 | 34 | 154 | 61 | 26 | 95 |
Bars Traded | 5493 | 1177 | 4316 | 5493 | 1177 | 4316 |
Profit Streak | 91.4835 | 91.4835 | 120.8168 | 91.4835 | 91.4835 | 120.8168 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578319 | -579081 | -577859 | -540894 | -580849 | 306064 |
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{ "first_band": { "type": "bbu", "factors": { "length": 29, "offset": 217, "std": 1.51981 } }, "second_band": { "type": "ssf", "factors": { "length": 163, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 29, "offset": 217, "std": 1.51981 } }, "second_band": { "type": "ssf", "factors": { "length": 163, "offset": 0, "poles": 2 } } }
# | 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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