Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 483100.4474 | 415277.4756 | 67822.9718 | 196535.8735 | 400577.2908 | -204041.4173 |
Total P&L (%) | 483.1004 | 415.2775 | 67.823 | 196.5359 | 400.5773 | -204.0414 |
Avg Daily Profit (%) | 0.2567 | 0.2207 | 0.036 | 0.0578 | 0.0856 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161444 | -110258 | -167077 | -270369 | -77433 | -363484 |
Profit Factor | 1.8372 | 2.4812 | 1.2286 | 1.3258 | 3.5055 | 0.5397 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 46.0317 | 45.1613 | 46.875 | 46.0317 | 45.1613 | 46.875 |
Ratio Avg Win / Avg Loss | 2.154 | 3.0129 | 1.3924 | 1.5544 | 4.2567 | 0.6117 |
Largest Winning Trade | 204808 | 204808 | 72009 | 157558 | 157558 | 72009 |
Largest Losing Trade | -65008 | -39715 | -65008 | -189608 | -29402 | -189608 |
Avg Bars in Trades | 87 | 89 | 85 | 87 | 89 | 85 |
Avg Bars in Winners | 133 | 140 | 126 | 133 | 140 | 126 |
Avg Bars in Losers | 49 | 48 | 50 | 49 | 48 | 50 |
Bars Traded | 5537 | 2787 | 2750 | 5537 | 2787 | 2750 |
Profit Streak | 86.7361 | 350.4027 | 86.7361 | 86.7361 | 350.4027 | 86.7361 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139990 | 430143 | -145934 | -265990 | -72512 | -581467 |
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{ "first_band": { "type": "ssf", "factors": { "length": 227, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 161, "offset": 0, "std": 1.51938 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 227, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 161, "offset": 0, "std": 1.51938 } } }
# | 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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