Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 679579.6873 | 501738.6068 | 177841.0805 | 535477.6008 | -178675.4492 | 714153.05 |
Total P&L (%) | 679.5797 | 501.7386 | 177.8411 | 535.4776 | -178.6754 | 714.1531 |
Avg Daily Profit (%) | 0.4567 | 0.3372 | 0.1195 | 0.1244 | 0 | 0.141 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97987 | -124167 | -54825 | -1079964 | -869577 | -615366 |
Profit Factor | 2.4217 | 2.6727 | 1.999 | 1.1419 | 0.9271 | 1.54 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 28 | 18 | 10 | 28 | 18 | 10 |
Profitability (%) | 58.8235 | 47.0588 | 70.5882 | 58.8235 | 47.0588 | 70.5882 |
Ratio Avg Win / Avg Loss | 1.6952 | 3.0067 | 0.8329 | 0.7993 | 1.043 | 0.6417 |
Largest Winning Trade | 450046 | 450046 | 36878 | 384929 | 384929 | 301221 |
Largest Losing Trade | -69187 | -69187 | -38518 | -619898 | -619898 | -449780 |
Avg Bars in Trades | 84 | 105 | 62 | 84 | 105 | 62 |
Avg Bars in Winners | 64 | 80 | 53 | 64 | 80 | 53 |
Avg Bars in Losers | 113 | 127 | 86 | 113 | 127 | 86 |
Bars Traded | 5734 | 3598 | 2136 | 5734 | 3598 | 2136 |
Profit Streak | 51.6286 | 51.6286 | 152.3786 | 51.6286 | 51.6286 | 152.3786 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96097 | 493611 | -28396 | -203617 | -579708 | -438 |
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{ "first_band": { "type": "ssf", "factors": { "length": 222, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 189, "offset": 0, "std": 3.0302 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 222, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 189, "offset": 0, "std": 3.0302 } } }
# | 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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