Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 910688.9531 | 694154.7325 | 216534.2206 | 7636330.8249 | -535158.0861 | 8171488.911 |
Total P&L (%) | 910.689 | 694.1547 | 216.5342 | 7636.3308 | -535.1581 | 8171.4889 |
Avg Daily Profit (%) | 0.376 | 0.2866 | 0.0894 | 0.1797 | 0 | 0.1824 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94013 | -62065 | -85367 | -10921749 | -6752160 | -5322711 |
Profit Factor | 2.8369 | 3.6637 | 1.9208 | 1.3129 | 0.9632 | 1.8283 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Profitability (%) | 43.9024 | 34.1463 | 53.6585 | 43.9024 | 34.1463 | 53.6585 |
Ratio Avg Win / Avg Loss | 3.6249 | 7.0656 | 1.6588 | 1.6775 | 1.8576 | 1.579 |
Largest Winning Trade | 262045 | 262045 | 72541 | 3715981 | 3715981 | 3461129 |
Largest Losing Trade | -31799 | -21785 | -31799 | -3084425 | -3084425 | -2416706 |
Avg Bars in Trades | 86 | 74 | 97 | 86 | 74 | 97 |
Avg Bars in Winners | 144 | 149 | 142 | 144 | 149 | 142 |
Avg Bars in Losers | 39 | 35 | 46 | 39 | 35 | 46 |
Bars Traded | 7057 | 3050 | 4007 | 7057 | 3050 | 4007 |
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 | 137092 | 340669 | -69461 | -2011 | -584129 | 427194 |
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{ "first_band": { "type": "bbm", "factors": { "length": 215, "offset": 0, "std": 1.84084 } }, "second_band": { "type": "ssf", "factors": { "length": 34, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 215, "offset": 0, "std": 1.84084 } }, "second_band": { "type": "ssf", "factors": { "length": 34, "offset": 0, "poles": 3 } } }
# | 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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