Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 885869.3124 | 751406.9306 | 134462.3818 | 12774227.6989 | 18869818.5264 | -6095590.8275 |
Total P&L (%) | 885.8693 | 751.4069 | 134.4624 | 12774.2277 | 18869.8185 | -6095.5908 |
Avg Daily Profit (%) | 0.3542 | 0.3004 | 0.0538 | 0.1944 | 0.21 | 0 |
Buy And Hold Return (%) | 689.2904 | 689.2904 | 689.2904 | 689.2904 | 689.2904 | 689.2904 |
Max Trade Drawdown | -103267 | -38394 | -108698 | -11648909 | -2623151 | -14602098 |
Profit Factor | 3.1859 | 5.5071 | 1.5637 | 1.4499 | 3.0761 | 0.6843 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 55.2941 | 54.7619 | 55.814 | 55.2941 | 54.7619 | 55.814 |
Ratio Avg Win / Avg Loss | 2.5758 | 4.5493 | 1.2379 | 1.1722 | 2.5411 | 0.5417 |
Largest Winning Trade | 309329 | 309329 | 49347 | 10411022 | 10411022 | 2476770 |
Largest Losing Trade | -60601 | -22465 | -60601 | -9099130 | -1436454 | -9099130 |
Avg Bars in Trades | 86 | 89 | 83 | 86 | 89 | 83 |
Avg Bars in Winners | 104 | 105 | 104 | 104 | 105 | 104 |
Avg Bars in Losers | 63 | 69 | 56 | 63 | 69 | 56 |
Bars Traded | 7326 | 3745 | 3580 | 7326 | 3745 | 3580 |
Profit Streak | 158.791 | 173.4576 | 158.791 | 158.791 | 173.4576 | 158.791 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -59311 | -119049 | -283435 | 406278 | 562646 | -579008 |
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{ "first_band": { "type": "ssf", "factors": { "length": 173, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 203, "offset": 0, "std": 4.46243 } } }
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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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