Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262100.2995 | 184886.4247 | 77213.8749 | 569897.7042 | 510172.3073 | 59725.3969 |
Total P&L (%) | 262.1003 | 184.8864 | 77.2139 | 569.8977 | 510.1723 | 59.7254 |
Avg Daily Profit (%) | 0.5032 | 0.355 | 0.1483 | 0.3658 | 0.3479 | 0.09 |
Buy And Hold Return (%) | 56.6829 | 56.6829 | 56.6829 | 56.6829 | 56.6829 | 56.6829 |
Max Trade Drawdown | -53881 | -34155 | -39167 | -335333 | -139312 | -254531 |
Profit Factor | 1.568 | 1.7656 | 1.3511 | 1.3755 | 1.6516 | 1.0813 |
Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
Winning Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Losing Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Profitability (%) | 50.6122 | 50.8197 | 50.4065 | 50.6122 | 50.8197 | 50.4065 |
Ratio Avg Win / Avg Loss | 1.5301 | 1.7086 | 1.3293 | 1.3422 | 1.5983 | 1.0639 |
Largest Winning Trade | 59418 | 59418 | 22440 | 151236 | 151236 | 100142 |
Largest Losing Trade | -20475 | -13717 | -20475 | -105988 | -81483 | -105988 |
Avg Bars in Trades | 101 | 95 | 107 | 101 | 95 | 107 |
Avg Bars in Winners | 120 | 111 | 130 | 120 | 111 | 130 |
Avg Bars in Losers | 81 | 79 | 83 | 81 | 79 | 83 |
Bars Traded | 24832 | 11635 | 13197 | 24832 | 11635 | 13197 |
Profit Streak | 0 | 6.6652 | 0 | 0 | 6.6652 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438137 | 372620 | -48575 | 388548 | 481131 | -353800 |
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{ "first_band": { "type": "bbm", "factors": { "length": 226, "offset": 0, "std": 2.5236 } }, "second_band": { "type": "ssf", "factors": { "length": 230, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 226, "offset": 0, "std": 2.5236 } }, "second_band": { "type": "ssf", "factors": { "length": 230, "offset": 0, "poles": 2 } } }
# | 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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