Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2128048.204 | 2021657.0014 | 106391.2026 | 5963507.6649 | 3010357.7266 | 2953149.9383 |
Total P&L (%) | 2128.0482 | 2021.657 | 106.3912 | 5963.5077 | 3010.3577 | 2953.1499 |
Avg Daily Profit (%) | 0.9418 | 0.8947 | 0.0471 | 0.1818 | 0.1522 | 0.1514 |
Buy And Hold Return (%) | 106.5951 | 106.5951 | 106.5951 | 106.5951 | 106.5951 | 106.5951 |
Max Trade Drawdown | -156238 | -69193 | -141915 | -3740412 | -4114807 | -1722075 |
Profit Factor | 4.0223 | 6.1729 | 1.3396 | 1.3228 | 1.2841 | 1.375 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 40 | 33.3333 | 46.8085 | 40 | 33.3333 | 46.8085 |
Ratio Avg Win / Avg Loss | 6.0335 | 12.3458 | 1.5223 | 1.9843 | 2.5681 | 1.5625 |
Largest Winning Trade | 1020226 | 1020226 | 56261 | 3896446 | 3896446 | 2992632 |
Largest Losing Trade | -54247 | -39096 | -54247 | -1833864 | -1833864 | -1614567 |
Avg Bars in Trades | 45 | 31 | 59 | 45 | 31 | 59 |
Avg Bars in Winners | 84 | 62 | 100 | 84 | 62 | 100 |
Avg Bars in Losers | 19 | 16 | 23 | 19 | 16 | 23 |
Bars Traded | 4299 | 1519 | 2780 | 4299 | 1519 | 2780 |
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 | 602331 | 553813 | -295525 | 200930 | 84036 | 292177 |
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{ "first_band": { "type": "ssf", "factors": { "length": 158, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbl", "factors": { "length": 181, "offset": 0, "std": 1.86848 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 158, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbl", "factors": { "length": 181, "offset": 0, "std": 1.86848 } } }
# | 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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