Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 593033.7104 | 648366.935 | -55333.2246 | 176341.3407 | 1070156.3485 | -893815.0078 |
Total P&L (%) | 593.0337 | 648.3669 | -55.3332 | 176.3413 | 1070.1563 | -893.815 |
Avg Daily Profit (%) | 0.2722 | 0.2976 | -0.0254 | 0.0467 | 0.113 | 0 |
Buy And Hold Return (%) | 132.3651 | 132.3651 | 132.3651 | 132.3651 | 132.3651 | 132.3651 |
Max Trade Drawdown | -183845 | -117421 | -132212 | -1233117 | -716148 | -1025425 |
Profit Factor | 1.7754 | 3.0382 | 0.8761 | 1.0544 | 1.8197 | 0.5385 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Losing Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Profitability (%) | 38.961 | 43.5897 | 34.2105 | 38.961 | 43.5897 | 34.2105 |
Ratio Avg Win / Avg Loss | 2.7814 | 3.9317 | 1.6849 | 1.6519 | 2.3549 | 1.0355 |
Largest Winning Trade | 263418 | 263418 | 66318 | 602481 | 602481 | 269113 |
Largest Losing Trade | -57485 | -32413 | -57485 | -437812 | -349838 | -437812 |
Avg Bars in Trades | 82 | 81 | 82 | 82 | 81 | 82 |
Avg Bars in Winners | 147 | 137 | 160 | 147 | 137 | 160 |
Avg Bars in Losers | 40 | 38 | 41 | 40 | 38 | 41 |
Bars Traded | 6319 | 3184 | 3135 | 6319 | 3184 | 3135 |
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 | -40343 | 388079 | -584127 | -403150 | -40767 | -585238 |
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{ "first_band": { "type": "ssf", "factors": { "length": 197, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 26, "offset": 0, "std": 2.01352 } } }
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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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