Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 454523.4391 | 311229.3399 | 143294.0992 | -120521.677 | 231303.9483 | -351825.6254 |
Total P&L (%) | 454.5234 | 311.2293 | 143.2941 | -120.5217 | 231.3039 | -351.8256 |
Avg Daily Profit (%) | 0.2085 | 0.1427 | 0.0657 | 0 | 0.055 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101735 | -157226 | -135316 | -364946 | -148740 | -403807 |
Profit Factor | 1.6528 | 1.9844 | 1.377 | 0.8477 | 1.9903 | 0.3695 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 55 | 24 | 31 | 41 | 27 | 14 |
Losing Trades | 37 | 22 | 15 | 51 | 19 | 32 |
Profitability (%) | 59.7826 | 52.1739 | 67.3913 | 44.5652 | 58.6957 | 30.4348 |
Ratio Avg Win / Avg Loss | 1.1119 | 1.8191 | 0.6663 | 1.0545 | 1.4005 | 0.8445 |
Largest Winning Trade | 89609 | 89609 | 49952 | 130381 | 130381 | 62725 |
Largest Losing Trade | -101414 | -48398 | -101414 | -268194 | -148740 | -268194 |
Avg Bars in Trades | 69 | 62 | 77 | 69 | 62 | 77 |
Avg Bars in Winners | 62 | 54 | 68 | 73 | 66 | 85 |
Avg Bars in Losers | 80 | 70 | 94 | 66 | 55 | 73 |
Bars Traded | 6403 | 2856 | 3548 | 6403 | 2856 | 3548 |
Profit Streak | 8.7788 | 0 | 159.1121 | 0 | 125.1121 | 0 |
Trades During Streak | 1 | 0 | 5 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428240 | 59207 | -102550 | -580979 | -114310 | -588313 |
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{ "first_band": { "type": "bbm", "factors": { "length": 122, "offset": 0, "std": 2.853 } }, "second_band": { "type": "ssf", "factors": { "length": 182, "offset": 0, "poles": 3 } } }
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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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