Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 657366.0592 | 429465.4495 | 227900.6098 | 5998835.9082 | 1812863.8408 | 4185972.0675 |
Total P&L (%) | 657.3661 | 429.4654 | 227.9006 | 5998.8359 | 1812.8638 | 4185.9721 |
Avg Daily Profit (%) | 0.3156 | 0.2062 | 0.1094 | 0.1975 | 0.1418 | 0.1806 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54900 | -79125 | -86323 | -4149024 | -1538600 | -3098237 |
Profit Factor | 2.1664 | 2.423 | 1.8706 | 1.5251 | 1.3349 | 1.6963 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 94 | 49 | 45 | 94 | 49 | 45 |
Profitability (%) | 40.8805 | 37.9747 | 43.75 | 40.8805 | 37.9747 | 43.75 |
Ratio Avg Win / Avg Loss | 3.133 | 3.9576 | 2.4051 | 2.2055 | 2.1803 | 2.181 |
Largest Winning Trade | 135672 | 135672 | 48974 | 2187177 | 1975066 | 2187177 |
Largest Losing Trade | -34120 | -21739 | -34120 | -2276066 | -781193 | -2276066 |
Avg Bars in Trades | 154 | 152 | 156 | 154 | 152 | 156 |
Avg Bars in Winners | 266 | 267 | 266 | 266 | 267 | 266 |
Avg Bars in Losers | 77 | 82 | 71 | 77 | 82 | 71 |
Bars Traded | 24590 | 12043 | 12547 | 24590 | 12043 | 12547 |
Profit Streak | 15.0295 | 0 | 23.5295 | 15.0295 | 0 | 23.5295 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396710 | -19344 | -64724 | 304552 | -33582 | -10257 |
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{ "first_band": { "type": "ssf", "factors": { "length": 188, "offset": 0, "poles": 2 } }, "second_band": { "type": "linreg", "factors": { "length": 180, "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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