Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3065412.6352 | 3028984.7027 | 36427.9325 | 12656918.5185 | 15983659.3137 | -3326740.7952 |
Total P&L (%) | 3065.4126 | 3028.9847 | 36.4279 | 12656.9185 | 15983.6593 | -3326.7408 |
Avg Daily Profit (%) | 1.6536 | 1.634 | 0.0197 | 0.2619 | 0.2744 | 0 |
Buy And Hold Return (%) | 6658.4158 | 6658.4158 | 6658.4158 | 6658.4158 | 6658.4158 | 6658.4158 |
Max Trade Drawdown | -97334 | -117777 | -50813 | -9208808 | -5345072 | -6804468 |
Profit Factor | 7.2573 | 11.5541 | 1.1795 | 1.3682 | 2.0006 | 0.8192 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 51.3889 | 50 | 52.7778 | 51.3889 | 50 | 52.7778 |
Ratio Avg Win / Avg Loss | 6.865 | 11.5541 | 1.0554 | 1.2942 | 2.0006 | 0.733 |
Largest Winning Trade | 2012018 | 2012018 | 49101 | 13474669 | 13474669 | 3313153 |
Largest Losing Trade | -60952 | -60952 | -28798 | -3741617 | -2998642 | -3741617 |
Avg Bars in Trades | 95 | 162 | 29 | 95 | 162 | 29 |
Avg Bars in Winners | 129 | 227 | 36 | 129 | 227 | 36 |
Avg Bars in Losers | 60 | 96 | 21 | 60 | 96 | 21 |
Bars Traded | 6885 | 5835 | 1050 | 6885 | 5835 | 1050 |
Profit Streak | 0 | 179.4864 | 0 | 0 | 179.4864 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -226940 | -142777 | -354784 | -82079 | 318209 | -580142 |
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{ "first_band": { "type": "ssf", "factors": { "length": 174, "offset": 39, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 161, "offset": 0, "std": 4.15006 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 174, "offset": 39, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 161, "offset": 0, "std": 4.15006 } } }
# | 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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