Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 206539.5549 | 485081.6681 | -278542.1132 | 948611.3152 | -977411.0098 | 1926022.325 |
Total P&L (%) | 206.5396 | 485.0817 | -278.5421 | 948.6113 | -977.411 | 1926.0223 |
Avg Daily Profit (%) | 0.1106 | 0.2597 | -0.1492 | 0.1259 | 0 | 0.1612 |
Buy And Hold Return (%) | 463.9873 | 463.9873 | 463.9873 | 463.9873 | 463.9873 | 463.9873 |
Max Trade Drawdown | -267922 | -119609 | -475836 | -825535 | -1457061 | -558395 |
Profit Factor | 1.2157 | 2.566 | 0.57 | 1.2635 | 0.6003 | 2.668 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 50 | 22 | 28 | 48 | 19 | 29 |
Losing Trades | 42 | 24 | 18 | 44 | 27 | 17 |
Profitability (%) | 54.3478 | 47.8261 | 60.8696 | 52.1739 | 41.3043 | 63.0435 |
Ratio Avg Win / Avg Loss | 1.0212 | 2.7993 | 0.3665 | 1.1582 | 0.853 | 1.564 |
Largest Winning Trade | 199413 | 199413 | 35491 | 1171716 | 500195 | 1171716 |
Largest Losing Trade | -213120 | -69658 | -213120 | -601671 | -601671 | -558395 |
Avg Bars in Trades | 39 | 44 | 34 | 39 | 44 | 34 |
Avg Bars in Winners | 44 | 49 | 40 | 43 | 49 | 40 |
Avg Bars in Losers | 34 | 40 | 25 | 35 | 41 | 25 |
Bars Traded | 3658 | 2057 | 1600 | 3658 | 2057 | 1600 |
Profit Streak | 29.741 | 29.741 | 167.241 | 29.741 | 29.741 | 167.241 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -209739 | -138841 | -577941 | -29698 | -583545 | 497747 |
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{ "first_band": { "type": "ssf", "factors": { "length": 79, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 58, "offset": 0, "std": 3.54322 } } }
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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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