Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1149800.1102 | 917736.8856 | 232063.2245 | 85376312.2302 | 86136630.163 | -760317.9328 |
Total P&L (%) | 1149.8001 | 917.7369 | 232.0632 | 85376.3122 | 86136.6302 | -760.3179 |
Avg Daily Profit (%) | 0.4598 | 0.367 | 0.0928 | 0.2703 | 0.2707 | 0 |
Buy And Hold Return (%) | 729.3208 | 729.3208 | 729.3208 | 729.3208 | 729.3208 | 729.3208 |
Max Trade Drawdown | -72127 | -29905 | -57728 | -24691848 | -2398910 | -32816141 |
Profit Factor | 4.5604 | 8.7654 | 2.1333 | 2.7847 | 11.972 | 0.981 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 66.6667 | 61.1111 | 72.2222 | 66.6667 | 61.1111 | 72.2222 |
Ratio Avg Win / Avg Loss | 2.2802 | 5.578 | 0.8205 | 1.3924 | 7.6185 | 0.3773 |
Largest Winning Trade | 354041 | 354041 | 47634 | 48724153 | 48724153 | 11279001 |
Largest Losing Trade | -57369 | -17207 | -57369 | -22292938 | -2398910 | -22292938 |
Avg Bars in Trades | 67 | 70 | 64 | 67 | 70 | 64 |
Avg Bars in Winners | 74 | 80 | 69 | 74 | 80 | 69 |
Avg Bars in Losers | 54 | 56 | 51 | 54 | 56 | 51 |
Bars Traded | 4867 | 2549 | 2318 | 4867 | 2549 | 2318 |
Profit Streak | 221.3078 | 221.3078 | 233.8078 | 221.3078 | 221.3078 | 233.8078 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -71865 | -64615 | -229304 | -67041 | 718762 | -576520 |
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{ "first_band": { "type": "ssf", "factors": { "length": 235, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 116, "offset": 0, "std": 3.19788 } } }
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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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