Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1642842.0628 | 1685900.6693 | -43058.6065 | -3495.7197 | 72092.0719 | -75587.7916 |
Total P&L (%) | 1642.8421 | 1685.9007 | -43.0586 | -3.4957 | 72.0921 | -75.5878 |
Avg Daily Profit (%) | 0.919 | 0.9431 | -0.0241 | -0.002 | 0.0304 | -0.0788 |
Buy And Hold Return (%) | 234.7989 | 234.7989 | 234.7989 | 234.7989 | 234.7989 | 234.7989 |
Max Trade Drawdown | -196960 | -122776 | -173263 | -194069 | -221839 | -166183 |
Profit Factor | 3.1071 | 5.5417 | 0.8946 | 0.9965 | 1.1406 | 0.8445 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 65 | 37 | 28 | 65 | 37 | 28 |
Profitability (%) | 38.0952 | 30.1887 | 46.1538 | 38.0952 | 30.1887 | 46.1538 |
Ratio Avg Win / Avg Loss | 5.049 | 12.8153 | 1.0437 | 1.6193 | 2.6377 | 0.9853 |
Largest Winning Trade | 1636429 | 1636429 | 61989 | 140481 | 140481 | 60146 |
Largest Losing Trade | -70112 | -27801 | -70112 | -132597 | -39465 | -132597 |
Avg Bars in Trades | 48 | 53 | 44 | 48 | 53 | 44 |
Avg Bars in Winners | 82 | 94 | 74 | 82 | 94 | 74 |
Avg Bars in Losers | 28 | 35 | 18 | 28 | 35 | 18 |
Bars Traded | 5123 | 2811 | 2312 | 5123 | 2811 | 2312 |
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 | 534724 | -166555 | -760662 | -582350 | -570874 | -762329 |
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{ "first_band": { "type": "linreg", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 11, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 11, "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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