Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 949528.3238 | 913146.8302 | 36381.4936 | 740478.5907 | 496729.3664 | 243749.2243 |
Total P&L (%) | 949.5283 | 913.1468 | 36.3815 | 740.4786 | 496.7294 | 243.7492 |
Avg Daily Profit (%) | 0.4392 | 0.4224 | 0.0168 | 0.0985 | 0.0827 | 0.0571 |
Buy And Hold Return (%) | 196.8442 | 196.8442 | 196.8442 | 196.8442 | 196.8442 | 196.8442 |
Max Trade Drawdown | -122020 | -124640 | -48690 | -1214779 | -545579 | -731376 |
Profit Factor | 2.9912 | 4.0081 | 1.2099 | 1.303 | 1.3617 | 1.2276 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 42.4242 | 39.3939 | 45.4545 | 42.4242 | 39.3939 | 45.4545 |
Ratio Avg Win / Avg Loss | 4.0595 | 6.1662 | 1.4519 | 1.7683 | 2.0949 | 1.4732 |
Largest Winning Trade | 482430 | 482430 | 39212 | 880933 | 880933 | 336054 |
Largest Losing Trade | -61733 | -61733 | -16987 | -309016 | -298517 | -309016 |
Avg Bars in Trades | 64 | 105 | 23 | 64 | 105 | 23 |
Avg Bars in Winners | 85 | 151 | 28 | 85 | 151 | 28 |
Avg Bars in Losers | 49 | 75 | 20 | 49 | 75 | 20 |
Bars Traded | 4257 | 3469 | 788 | 4257 | 3469 | 788 |
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 | -117418 | 403277 | -338127 | -193983 | -88710 | -210154 |
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{ "first_band": { "type": "ssf", "factors": { "length": 181, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 26, "offset": 0, "std": 3.69077 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 181, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 26, "offset": 0, "std": 3.69077 } } }
# | 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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