Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1813910.0331 | 1836818.4119 | -22908.3788 | 48624.1886 | 4654.2031 | 43969.9855 |
Total P&L (%) | 1813.91 | 1836.8184 | -22.9084 | 48.6242 | 4.6542 | 43.97 |
Avg Daily Profit (%) | 0.8006 | 0.8107 | -0.0101 | 0.0175 | 0.002 | 0.0161 |
Buy And Hold Return (%) | 109.1716 | 109.1716 | 109.1716 | 109.1716 | 109.1716 | 109.1716 |
Max Trade Drawdown | -207655 | -161071 | -78966 | -1002284 | -763980 | -607247 |
Profit Factor | 2.0022 | 2.7132 | 0.9689 | 1.0069 | 1.0011 | 1.0152 |
Total Trades | 534 | 267 | 267 | 534 | 267 | 267 |
Winning Trades | 234 | 109 | 125 | 234 | 109 | 125 |
Losing Trades | 300 | 158 | 142 | 300 | 158 | 142 |
Profitability (%) | 43.8202 | 40.824 | 46.8165 | 43.8202 | 40.824 | 46.8165 |
Ratio Avg Win / Avg Loss | 2.5669 | 3.9328 | 1.1007 | 1.2908 | 1.4511 | 1.1533 |
Largest Winning Trade | 1590901 | 1590901 | 24245 | 673980 | 673980 | 224452 |
Largest Losing Trade | -39438 | -39438 | -29027 | -272867 | -210158 | -272867 |
Avg Bars in Trades | 25 | 40 | 10 | 25 | 40 | 10 |
Avg Bars in Winners | 33 | 60 | 9 | 33 | 60 | 9 |
Avg Bars in Losers | 19 | 26 | 10 | 19 | 26 | 10 |
Bars Traded | 13501 | 10829 | 2671 | 13501 | 10829 | 2671 |
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 | 634889 | 562482 | -579230 | -547582 | -577943 | -541024 |
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{ "first_band": { "type": "ssf", "factors": { "length": 109, "offset": 13, "poles": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 9, "offset": 0, "std": 4.68637 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 109, "offset": 13, "poles": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 9, "offset": 0, "std": 4.68637 } } }
# | 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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