Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1310072.3295 | 986963.9648 | 323108.3647 | 743710105.5944 | 698567906.4096 | 45142199.1848 |
Total P&L (%) | 1310.0723 | 986.964 | 323.1084 | 743710.1056 | 698567.9064 | 45142.1992 |
Avg Daily Profit (%) | 0.5239 | 0.3947 | 0.1292 | 0.3571 | 0.3546 | 0.2448 |
Buy And Hold Return (%) | 604.3022 | 604.3022 | 604.3022 | 604.3022 | 604.3022 | 604.3022 |
Max Trade Drawdown | -42246 | -53193 | -38778 | -192875551 | -80855518 | -197221759 |
Profit Factor | 5.8554 | 7.4394 | 3.7723 | 2.9593 | 5.8926 | 1.1906 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 63.2911 | 61.5385 | 65 | 63.2911 | 61.5385 | 65 |
Ratio Avg Win / Avg Loss | 3.3961 | 4.6496 | 2.0312 | 1.7164 | 3.6829 | 0.6411 |
Largest Winning Trade | 247331 | 247331 | 61318 | 381140896 | 381140896 | 67734941 |
Largest Losing Trade | -42246 | -42246 | -36035 | -192875551 | -80855518 | -192875551 |
Avg Bars in Trades | 61 | 66 | 56 | 61 | 66 | 56 |
Avg Bars in Winners | 65 | 64 | 67 | 65 | 64 | 67 |
Avg Bars in Losers | 53 | 71 | 35 | 53 | 71 | 35 |
Bars Traded | 4848 | 2608 | 2240 | 4848 | 2608 | 2240 |
Profit Streak | 123.8449 | 123.8449 | 126.3449 | 123.8449 | 123.8449 | 126.3449 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14466 | 395220 | -176467 | -12893 | 716077 | -1140 |
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{ "first_band": { "type": "ssf", "factors": { "length": 104, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 86, "offset": 0, "std": 3.06879 } } }
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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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