Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 820211.4497 | 706051.9863 | 114159.4634 | 462897.5188 | 409062.1342 | 53835.3846 |
Total P&L (%) | 820.2115 | 706.052 | 114.1595 | 462.8975 | 409.0621 | 53.8354 |
Avg Daily Profit (%) | 0.5132 | 0.4418 | 0.0714 | 0.1082 | 0.1019 | 0.027 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134681 | -112635 | -104437 | -606938 | -372276 | -494490 |
Profit Factor | 1.8152 | 2.3544 | 1.2355 | 1.143 | 1.2597 | 1.0324 |
Total Trades | 247 | 124 | 123 | 247 | 124 | 123 |
Winning Trades | 102 | 46 | 56 | 102 | 46 | 56 |
Losing Trades | 145 | 78 | 67 | 145 | 78 | 67 |
Profitability (%) | 41.2955 | 37.0968 | 45.5285 | 41.2955 | 37.0968 | 45.5285 |
Ratio Avg Win / Avg Loss | 2.5805 | 3.9923 | 1.4781 | 1.6248 | 2.136 | 1.2352 |
Largest Winning Trade | 522743 | 522743 | 56505 | 431072 | 431072 | 173300 |
Largest Losing Trade | -43872 | -28677 | -43872 | -211214 | -91446 | -211214 |
Avg Bars in Trades | 38 | 35 | 41 | 38 | 35 | 41 |
Avg Bars in Winners | 59 | 54 | 62 | 59 | 54 | 62 |
Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
Bars Traded | 9437 | 4389 | 5048 | 9437 | 4389 | 5048 |
Profit Streak | 20.3922 | 30.0589 | 0 | 20.3922 | 30.0589 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454315 | 355886 | -99841 | -112241 | -60719 | -344812 |
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{ "first_band": { "type": "ssf", "factors": { "length": 49, "offset": 0, "poles": 2 } }, "second_band": { "type": "linreg", "factors": { "length": 59, "offset": 0 } } }
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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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