Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 846049.5705 | 784132.4829 | 61917.0876 | 1362019.2986 | 1198974.2672 | 163045.0314 |
Total P&L (%) | 846.0496 | 784.1325 | 61.9171 | 1362.0193 | 1198.9743 | 163.045 |
Avg Daily Profit (%) | 0.4603 | 0.4266 | 0.0337 | 0.146 | 0.1396 | 0.0526 |
Buy And Hold Return (%) | 184.9495 | 184.9495 | 184.9495 | 184.9495 | 184.9495 | 184.9495 |
Max Trade Drawdown | -71553 | -66932 | -50467 | -456150 | -390560 | -542779 |
Profit Factor | 3.1328 | 5.3381 | 1.2868 | 1.5362 | 2.1258 | 1.1105 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 40.5063 | 37.5 | 43.5897 | 40.5063 | 37.5 | 43.5897 |
Ratio Avg Win / Avg Loss | 4.6013 | 8.8968 | 1.6652 | 2.2563 | 3.5429 | 1.4372 |
Largest Winning Trade | 669880 | 669880 | 55417 | 488660 | 488660 | 462536 |
Largest Losing Trade | -29642 | -17320 | -29642 | -312304 | -124214 | -312304 |
Avg Bars in Trades | 66 | 65 | 67 | 66 | 65 | 67 |
Avg Bars in Winners | 122 | 123 | 121 | 122 | 123 | 121 |
Avg Bars in Losers | 28 | 29 | 26 | 28 | 29 | 26 |
Bars Traded | 5246 | 2601 | 2645 | 5246 | 2601 | 2645 |
Profit Streak | 141.6704 | 154.0037 | 141.6704 | 141.6704 | 154.0037 | 141.6704 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -19080 | 437016 | -314455 | -28638 | -6419 | -389238 |
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{ "first_band": { "type": "bbm", "factors": { "length": 193, "offset": 0, "std": 2.06798 } }, "second_band": { "type": "ssf", "factors": { "length": 23, "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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