Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377244.0234 | 346543.3958 | 30700.6276 | -166091.7765 | 194530.0083 | -360621.7848 |
Total P&L (%) | 377.244 | 346.5434 | 30.7006 | -166.0918 | 194.53 | -360.6218 |
Avg Daily Profit (%) | 0.2019 | 0.1854 | 0.0164 | 0 | 0.0578 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157108 | -123635 | -168677 | -891394 | -354564 | -595222 |
Profit Factor | 1.4913 | 1.969 | 1.0748 | 0.9094 | 1.2607 | 0.6684 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 54 | 25 | 29 | 48 | 22 | 26 |
Losing Trades | 31 | 17 | 14 | 37 | 20 | 17 |
Profitability (%) | 63.5294 | 59.5238 | 67.4419 | 56.4706 | 52.381 | 60.4651 |
Ratio Avg Win / Avg Loss | 0.8561 | 1.3389 | 0.5189 | 0.701 | 1.1461 | 0.437 |
Largest Winning Trade | 123157 | 123157 | 38702 | 204421 | 204421 | 176207 |
Largest Losing Trade | -123629 | -69416 | -123629 | -432199 | -164159 | -432199 |
Avg Bars in Trades | 126 | 138 | 115 | 126 | 138 | 115 |
Avg Bars in Winners | 91 | 99 | 83 | 118 | 131 | 107 |
Avg Bars in Losers | 189 | 197 | 180 | 138 | 147 | 127 |
Bars Traded | 10791 | 5834 | 4956 | 10791 | 5834 | 4956 |
Profit Streak | 20.8677 | 0 | 64.3677 | 0 | 53.5344 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361236 | 410537 | -310542 | -579712 | -114950 | -579370 |
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{ "first_band": { "type": "ssf", "factors": { "length": 201, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 144, "offset": 0, "std": 4.07317 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 201, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 144, "offset": 0, "std": 4.07317 } } }
# | 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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