Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116301.1394 | 67871.6147 | 48429.5247 | 140382.769 | 96152.79 | 44229.979 |
Total P&L (%) | 116.3011 | 67.8716 | 48.4295 | 140.3828 | 96.1528 | 44.23 |
Avg Daily Profit (%) | 0.8372 | 0.4886 | 0.3486 | 0.6334 | 0.4862 | 0.264 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41869 | -29849 | -38258 | -58571 | -30069 | -54758 |
Profit Factor | 1.5582 | 1.7073 | 1.4309 | 1.5048 | 1.93 | 1.2532 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 95 | 46 | 49 | 95 | 46 | 49 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 66.9014 | 64.7887 | 69.0141 | 66.9014 | 64.7887 | 69.0141 |
Ratio Avg Win / Avg Loss | 0.7709 | 0.9279 | 0.6425 | 0.7445 | 1.0489 | 0.5627 |
Largest Winning Trade | 31351 | 31351 | 13292 | 29593 | 29593 | 15302 |
Largest Losing Trade | -30690 | -14619 | -30690 | -46648 | -13433 | -46648 |
Avg Bars in Trades | 91 | 90 | 92 | 91 | 90 | 92 |
Avg Bars in Winners | 78 | 82 | 73 | 78 | 82 | 73 |
Avg Bars in Losers | 118 | 103 | 136 | 118 | 103 | 136 |
Bars Traded | 13001 | 6399 | 6602 | 13001 | 6399 | 6602 |
Profit Streak | 138.5662 | 138.5662 | 138.6704 | 138.5662 | 138.5662 | 138.6704 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 522829 | -75570 | -78790 | 458655 | -73353 | -80973 |
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{ "first_band": { "type": "ssf", "factors": { "length": 179, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 114, "offset": 0, "std": 2.37841 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 179, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 114, "offset": 0, "std": 2.37841 } } }
# | 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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