Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 443790.8758 | 459502.9962 | -15712.1204 | -72767.9194 | 93140.3164 | -165908.2358 |
Total P&L (%) | 443.7909 | 459.503 | -15.7121 | -72.7679 | 93.1403 | -165.9082 |
Avg Daily Profit (%) | 0.1835 | 0.19 | -0.0065 | -0.0538 | 0.0272 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169339 | -118375 | -205964 | -209064 | -162104 | -305276 |
Profit Factor | 1.4498 | 1.8745 | 0.9659 | 0.9167 | 1.226 | 0.6405 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 46.0784 | 47.0588 | 45.098 | 46.0784 | 47.0588 | 45.098 |
Ratio Avg Win / Avg Loss | 1.6965 | 2.1088 | 1.1759 | 1.0727 | 1.3793 | 0.7797 |
Largest Winning Trade | 196175 | 196175 | 58026 | 118896 | 118896 | 63045 |
Largest Losing Trade | -71108 | -58159 | -71108 | -136814 | -95945 | -136814 |
Avg Bars in Trades | 93 | 110 | 75 | 93 | 110 | 75 |
Avg Bars in Winners | 116 | 124 | 107 | 116 | 124 | 107 |
Avg Bars in Losers | 73 | 98 | 48 | 73 | 98 | 48 |
Bars Traded | 9487 | 5642 | 3845 | 9487 | 5642 | 3845 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300122 | -170105 | -761072 | -580364 | -338079 | -762739 |
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{ "first_band": { "type": "ssf", "factors": { "length": 189, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 176, "offset": 0, "std": 2.50996 } } }
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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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