Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 690234.5024 | 424803.4397 | 265431.0626 | 1912382.2937 | -338517.9325 | 2250900.2262 |
Total P&L (%) | 690.2345 | 424.8034 | 265.4311 | 1912.3823 | -338.5179 | 2250.9002 |
Avg Daily Profit (%) | 0.3797 | 0.2337 | 0.146 | 0.1653 | 0 | 0.1738 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117042 | -82926 | -58432 | -2881979 | -2179685 | -2066067 |
Profit Factor | 2.0164 | 2.1078 | 1.8979 | 1.1425 | 0.9543 | 1.3737 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 55 | 18 | 37 | 55 | 18 | 37 |
Losing Trades | 82 | 50 | 32 | 82 | 50 | 32 |
Profitability (%) | 40.146 | 26.4706 | 53.6232 | 40.146 | 26.4706 | 53.6232 |
Ratio Avg Win / Avg Loss | 3.0063 | 5.855 | 1.6415 | 1.7033 | 2.6507 | 1.1881 |
Largest Winning Trade | 330069 | 330069 | 52667 | 1627545 | 1627545 | 1173351 |
Largest Losing Trade | -40088 | -25770 | -40088 | -1504873 | -463785 | -1504873 |
Avg Bars in Trades | 78 | 74 | 83 | 78 | 74 | 83 |
Avg Bars in Winners | 118 | 139 | 108 | 118 | 139 | 108 |
Avg Bars in Losers | 52 | 50 | 54 | 52 | 50 | 54 |
Bars Traded | 10814 | 5047 | 5767 | 10814 | 5047 | 5767 |
Profit Streak | 47.8378 | 47.8378 | 150.1712 | 47.8378 | 47.8378 | 150.1712 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408728 | -120313 | -94301 | -57017 | -710231 | -91419 |
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{ "first_band": { "type": "ssf", "factors": { "length": 170, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 153, "offset": 176, "std": 4.59656 } } }
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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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