Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 765358.8862 | 642388.3755 | 122970.5107 | 10401723.3636 | 15123349.7749 | -4721626.4113 |
Total P&L (%) | 765.3589 | 642.3884 | 122.9705 | 10401.7234 | 15123.3498 | -4721.6264 |
Avg Daily Profit (%) | 0.3061 | 0.2569 | 0.0492 | 0.1863 | 0.2012 | 0 |
Buy And Hold Return (%) | 645.7717 | 645.7717 | 645.7717 | 645.7717 | 645.7717 | 645.7717 |
Max Trade Drawdown | -71133 | -76786 | -82198 | -8951388 | -1361400 | -9625121 |
Profit Factor | 3.3126 | 4.7784 | 1.7641 | 1.844 | 8.0448 | 0.5361 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 19 | 8 | 11 | 19 | 8 | 11 |
Profitability (%) | 69.8413 | 74.1935 | 65.625 | 69.8413 | 74.1935 | 65.625 |
Ratio Avg Win / Avg Loss | 1.4305 | 1.662 | 0.9241 | 0.7963 | 2.7982 | 0.2808 |
Largest Winning Trade | 156157 | 156157 | 47949 | 8062858 | 8062858 | 1051145 |
Largest Losing Trade | -58234 | -52297 | -58234 | -8081858 | -865250 | -8081858 |
Avg Bars in Trades | 75 | 119 | 33 | 75 | 119 | 33 |
Avg Bars in Winners | 66 | 96 | 32 | 66 | 96 | 32 |
Avg Bars in Losers | 98 | 184 | 36 | 98 | 184 | 36 |
Bars Traded | 4782 | 3706 | 1076 | 4782 | 3706 | 1076 |
Profit Streak | 230.8098 | 230.8098 | 241.8098 | 230.8098 | 230.8098 | 241.8098 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -241022 | -145551 | -289099 | -138382 | 743238 | -577430 |
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{ "first_band": { "type": "bbl", "factors": { "length": 28, "offset": 0, "std": 2.81306 } }, "second_band": { "type": "ssf", "factors": { "length": 220, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 28, "offset": 0, "std": 2.81306 } }, "second_band": { "type": "ssf", "factors": { "length": 220, "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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