Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 942510.7581 | 739153.7656 | 203356.9924 | 6444416.3663 | 1746678.0035 | 4697738.3629 |
Total P&L (%) | 942.5108 | 739.1538 | 203.357 | 6444.4164 | 1746.678 | 4697.7384 |
Avg Daily Profit (%) | 0.3908 | 0.3065 | 0.0843 | 0.1735 | 0.121 | 0.1606 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82648 | -51135 | -121578 | -3701036 | -2512605 | -1257600 |
Profit Factor | 3.0213 | 4.1347 | 1.8823 | 1.806 | 1.3619 | 2.4822 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 32 | 12 | 20 | 32 | 12 | 20 |
Losing Trades | 68 | 38 | 30 | 68 | 38 | 30 |
Profitability (%) | 32 | 24 | 40 | 32 | 24 | 40 |
Ratio Avg Win / Avg Loss | 6.4202 | 13.0932 | 2.8234 | 3.8377 | 4.3127 | 3.7233 |
Largest Winning Trade | 359516 | 359516 | 66945 | 2964620 | 2218642 | 2964620 |
Largest Losing Trade | -53071 | -14883 | -53071 | -1370249 | -1370249 | -514423 |
Avg Bars in Trades | 70 | 59 | 80 | 70 | 59 | 80 |
Avg Bars in Winners | 159 | 155 | 161 | 159 | 155 | 161 |
Avg Bars in Losers | 28 | 29 | 26 | 28 | 29 | 26 |
Bars Traded | 7028 | 2992 | 4036 | 7028 | 2992 | 4036 |
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 | 313416 | -198447 | -260748 | 162127 | -244059 | -171512 |
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{ "first_band": { "type": "ssf", "factors": { "length": 154, "offset": 66, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 201, "offset": 0, "std": 2.29948 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 154, "offset": 66, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 201, "offset": 0, "std": 2.29948 } } }
# | 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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