Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2749529.2929 | 2564423.1353 | 185106.1577 | 20059823.128 | 13511735.9952 | 6548087.1328 |
Total P&L (%) | 2749.5293 | 2564.4231 | 185.1062 | 20059.8231 | 13511.736 | 6548.0871 |
Avg Daily Profit (%) | 1.1838 | 1.1041 | 0.0797 | 0.2287 | 0.2118 | 0.1809 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70959 | -72393 | -40385 | -25096462 | -13703926 | -16822342 |
Profit Factor | 6.2918 | 10.5159 | 1.7401 | 1.251 | 1.3512 | 1.158 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 50.6024 | 50 | 51.2195 | 50.6024 | 50 | 51.2195 |
Ratio Avg Win / Avg Loss | 6.142 | 10.5159 | 1.6573 | 1.2212 | 1.3512 | 1.1029 |
Largest Winning Trade | 2178472 | 2178472 | 81261 | 17437726 | 10876347 | 17437726 |
Largest Losing Trade | -40461 | -40461 | -38427 | -16682740 | -7472082 | -16682740 |
Avg Bars in Trades | 156 | 144 | 169 | 156 | 144 | 169 |
Avg Bars in Winners | 222 | 203 | 241 | 222 | 203 | 241 |
Avg Bars in Losers | 90 | 85 | 94 | 90 | 85 | 94 |
Bars Traded | 13030 | 6060 | 6969 | 13030 | 6060 | 6969 |
Profit Streak | 0 | 0 | 86.6213 | 0 | 0 | 86.6213 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 749804 | 792054 | -82093 | 247254 | 308814 | -37682 |
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{ "first_band": { "type": "ssf", "factors": { "length": 168, "offset": 0, "poles": 2 } }, "second_band": { "type": "linreg", "factors": { "length": 206, "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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