Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 449141.9249 | 497668.4431 | -48526.5182 | -4373331.5958 | 11176304.2923 | -15549635.8881 |
Total P&L (%) | 449.1419 | 497.6684 | -48.5265 | -4373.3316 | 11176.3043 | -15549.6359 |
Avg Daily Profit (%) | 0.1858 | 0.2059 | -0.0201 | 0 | 0.1957 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -358448 | -87460 | -316118 | -15328636 | -2107186 | -17924032 |
Profit Factor | 1.5224 | 2.9386 | 0.9195 | 0.8774 | 2.376 | 0.4355 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 47 | 22 | 25 | 60 | 34 | 26 |
Losing Trades | 51 | 27 | 24 | 38 | 15 | 23 |
Profitability (%) | 47.9592 | 44.898 | 51.0204 | 61.2245 | 69.3878 | 53.0612 |
Ratio Avg Win / Avg Loss | 1.652 | 3.6065 | 0.8828 | 0.5557 | 1.0482 | 0.3852 |
Largest Winning Trade | 297547 | 297547 | 71021 | 2677520 | 2677520 | 1681319 |
Largest Losing Trade | -270700 | -40313 | -270700 | -7216243 | -2017856 | -7216243 |
Avg Bars in Trades | 95 | 53 | 138 | 95 | 53 | 138 |
Avg Bars in Winners | 146 | 75 | 208 | 80 | 51 | 116 |
Avg Bars in Losers | 49 | 34 | 66 | 121 | 56 | 163 |
Bars Traded | 9403 | 2603 | 6800 | 9403 | 2603 | 6800 |
Profit Streak | 0 | 0 | 0 | 79.4609 | 288.4609 | 79.4609 |
Trades During Streak | 0 | 0 | 0 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342770 | 410228 | -580549 | -577693 | 554217 | -579727 |
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{ "first_band": { "type": "ssf", "factors": { "length": 249, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbl", "factors": { "length": 167, "offset": 0, "std": 1.91467 } } }
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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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