Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82177.1027 | 40490.5435 | 41686.5592 | 102982.1859 | 39166.6889 | 63815.497 |
Total P&L (%) | 82.1771 | 40.4905 | 41.6866 | 102.9822 | 39.1667 | 63.8155 |
Avg Daily Profit (%) | 0.179 | 0.0882 | 0.0908 | 0.1543 | 0.072 | 0.1076 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23853 | -19495 | -18590 | -48660 | -45106 | -37322 |
Profit Factor | 1.5411 | 1.5848 | 1.5045 | 1.3738 | 1.293 | 1.45 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 108 | 55 | 53 | 108 | 55 | 53 |
Losing Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Profitability (%) | 68.7898 | 70.5128 | 67.0886 | 68.7898 | 70.5128 | 67.0886 |
Ratio Avg Win / Avg Loss | 0.6992 | 0.6628 | 0.7381 | 0.6233 | 0.5407 | 0.7113 |
Largest Winning Trade | 14629 | 8309 | 14629 | 29493 | 11237 | 29493 |
Largest Losing Trade | -18590 | -16646 | -18590 | -38469 | -38469 | -37322 |
Avg Bars in Trades | 68 | 66 | 71 | 68 | 66 | 71 |
Avg Bars in Winners | 43 | 47 | 40 | 43 | 47 | 40 |
Avg Bars in Losers | 123 | 113 | 133 | 123 | 113 | 133 |
Bars Traded | 10804 | 5187 | 5617 | 10804 | 5187 | 5617 |
Profit Streak | 0 | 604.1763 | 0 | 0 | 604.1763 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353731 | -108556 | -99368 | 309335 | -132032 | -75686 |
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{ "first_band": { "type": "linreg", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 103, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 103, "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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