Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4659236.6496 | 4670690.497 | -11453.8474 | 362637.4192 | 620540.823 | -257903.4038 |
Total P&L (%) | 4659.2367 | 4670.6905 | -11.4538 | 362.6374 | 620.5408 | -257.9034 |
Avg Daily Profit (%) | 2.0969 | 2.102 | -0.0052 | 0.069 | 0.0889 | 0 |
Buy And Hold Return (%) | 353.1672 | 353.1672 | 353.1672 | 353.1672 | 353.1672 | 353.1672 |
Max Trade Drawdown | -162061 | -134896 | -68636 | -3576899 | -3364041 | -763968 |
Profit Factor | 5.9158 | 7.2822 | 0.9439 | 1.0327 | 1.0711 | 0.8911 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 71 | 30 | 41 | 71 | 30 | 41 |
Losing Trades | 103 | 57 | 46 | 103 | 57 | 46 |
Profitability (%) | 40.8046 | 34.4828 | 47.1264 | 40.8046 | 34.4828 | 47.1264 |
Ratio Avg Win / Avg Loss | 8.5821 | 13.8362 | 1.0591 | 1.4981 | 2.0352 | 0.9998 |
Largest Winning Trade | 4498807 | 4498807 | 22210 | 3918972 | 3918972 | 168374 |
Largest Losing Trade | -48105 | -48105 | -15774 | -1389237 | -1389237 | -522813 |
Avg Bars in Trades | 49 | 93 | 5 | 49 | 93 | 5 |
Avg Bars in Winners | 69 | 156 | 5 | 69 | 156 | 5 |
Avg Bars in Losers | 35 | 59 | 5 | 35 | 59 | 5 |
Bars Traded | 8595 | 8112 | 483 | 8595 | 8112 | 483 |
Profit Streak | 0 | 108.1075 | 0 | 0 | 108.1075 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 723371 | 613091 | -580272 | -445522 | -229302 | -581939 |
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{ "first_band": { "type": "ssf", "factors": { "length": 94, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 11, "offset": 0, "std": 4.92504 } } }
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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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