Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 708743.2213 | 809081.2072 | -100337.986 | -925550.2471 | -776021.1288 | -149529.1183 |
Total P&L (%) | 708.7432 | 809.0812 | -100.338 | -925.5502 | -776.0211 | -149.5291 |
Avg Daily Profit (%) | 0.3116 | 0.3557 | -0.0441 | 0 | 0 | 0 |
Buy And Hold Return (%) | 131.5175 | 131.5175 | 131.5175 | 131.5175 | 131.5175 | 131.5175 |
Max Trade Drawdown | -264311 | -77617 | -246230 | -3698134 | -2272893 | -1859244 |
Profit Factor | 1.6968 | 2.7197 | 0.8165 | 0.9211 | 0.8857 | 0.9698 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 56 | 24 | 32 | 75 | 44 | 31 |
Losing Trades | 77 | 43 | 34 | 58 | 23 | 35 |
Profitability (%) | 42.1053 | 35.8209 | 48.4848 | 56.391 | 65.6716 | 46.9697 |
Ratio Avg Win / Avg Loss | 2.333 | 4.8729 | 0.8675 | 0.7123 | 0.463 | 1.0949 |
Largest Winning Trade | 383696 | 383696 | 49533 | 1556218 | 934957 | 1556218 |
Largest Losing Trade | -174627 | -40689 | -174627 | -1537500 | -1537500 | -916533 |
Avg Bars in Trades | 99 | 96 | 103 | 99 | 96 | 103 |
Avg Bars in Winners | 145 | 154 | 138 | 75 | 72 | 79 |
Avg Bars in Losers | 66 | 63 | 69 | 131 | 142 | 124 |
Bars Traded | 13261 | 6450 | 6811 | 13261 | 6450 | 6811 |
Profit Streak | 0 | 0 | 29.0798 | 4.7465 | 74.2465 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302940 | -108479 | -705007 | -579118 | -694053 | -704747 |
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{ "first_band": { "type": "bbm", "factors": { "length": 124, "offset": 0, "std": 3.67587 } }, "second_band": { "type": "ssf", "factors": { "length": 95, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 124, "offset": 0, "std": 3.67587 } }, "second_band": { "type": "ssf", "factors": { "length": 95, "offset": 0, "poles": 3 } } }
# | 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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