Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 939152.1108 | 850168.124 | 88983.9869 | 6899061.936 | 3249938.8112 | 3649123.1248 |
Total P&L (%) | 939.1521 | 850.1681 | 88.984 | 6899.0619 | 3249.9388 | 3649.1231 |
Avg Daily Profit (%) | 0.3978 | 0.3601 | 0.0377 | 0.1801 | 0.1488 | 0.1536 |
Buy And Hold Return (%) | 683.7313 | 683.7313 | 683.7313 | 683.7313 | 683.7313 | 683.7313 |
Max Trade Drawdown | -76353 | -92802 | -140705 | -2153825 | -1744307 | -1050738 |
Profit Factor | 2.2974 | 3.6264 | 1.2224 | 1.671 | 1.5605 | 1.8141 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 53.9823 | 55.3571 | 52.6316 | 53.9823 | 55.3571 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.9584 | 2.9245 | 1.1001 | 1.4245 | 1.2584 | 1.6327 |
Largest Winning Trade | 245754 | 245754 | 66466 | 3123330 | 2004766 | 3123330 |
Largest Losing Trade | -58302 | -32419 | -58302 | -1011445 | -1011445 | -607654 |
Avg Bars in Trades | 61 | 57 | 65 | 61 | 57 | 65 |
Avg Bars in Winners | 68 | 65 | 72 | 68 | 65 | 72 |
Avg Bars in Losers | 53 | 49 | 57 | 53 | 49 | 57 |
Bars Traded | 6948 | 3243 | 3705 | 6948 | 3243 | 3705 |
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 | -34637 | -253212 | -488436 | 386582 | -173172 | -169740 |
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{ "first_band": { "type": "bbm", "factors": { "length": 206, "offset": 0, "std": 1.76168 } }, "second_band": { "type": "ssf", "factors": { "length": 84, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 206, "offset": 0, "std": 1.76168 } }, "second_band": { "type": "ssf", "factors": { "length": 84, "offset": 0, "poles": 3 } } }
# | 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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