Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1342010.1947 | 1393835.1098 | -51824.915 | -98363.4407 | 451085.9835 | -549449.4242 |
Total P&L (%) | 1342.0102 | 1393.8351 | -51.8249 | -98.3634 | 451.086 | -549.4494 |
Avg Daily Profit (%) | 0.6101 | 0.6337 | -0.0236 | -0.1868 | 0.0776 | 0 |
Buy And Hold Return (%) | 467.3969 | 467.3969 | 467.3969 | 467.3969 | 467.3969 | 467.3969 |
Max Trade Drawdown | -194549 | -125239 | -137177 | -485651 | -245131 | -587560 |
Profit Factor | 2.4606 | 3.8268 | 0.8783 | 0.9375 | 1.7334 | 0.4268 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 45.045 | 39.2857 | 50.9091 | 45.045 | 39.2857 | 50.9091 |
Ratio Avg Win / Avg Loss | 3.002 | 5.9142 | 0.8469 | 1.1437 | 2.6789 | 0.4115 |
Largest Winning Trade | 814509 | 814509 | 56395 | 432739 | 432739 | 95708 |
Largest Losing Trade | -99788 | -36735 | -99788 | -327034 | -117928 | -327034 |
Avg Bars in Trades | 78 | 105 | 50 | 78 | 105 | 50 |
Avg Bars in Winners | 107 | 154 | 70 | 107 | 154 | 70 |
Avg Bars in Losers | 54 | 73 | 29 | 54 | 73 | 29 |
Bars Traded | 8658 | 5891 | 2767 | 8658 | 5891 | 2767 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409497 | -168669 | -760715 | -580743 | -436018 | -760715 |
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{ "first_band": { "type": "ssf", "factors": { "length": 163, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 239, "offset": 0, "std": 1.03474 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 163, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 239, "offset": 0, "std": 1.03474 } } }
# | 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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