Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1126694.0718 | 1120624.548 | 6069.5238 | 1098557.1404 | 1228909.0587 | -130351.9183 |
Total P&L (%) | 1126.6941 | 1120.6245 | 6.0695 | 1098.5571 | 1228.9091 | -130.3519 |
Avg Daily Profit (%) | 0.6164 | 0.613 | 0.0033 | 0.136 | 0.1416 | 0 |
Buy And Hold Return (%) | 669.9314 | 669.9314 | 669.9314 | 669.9314 | 669.9314 | 669.9314 |
Max Trade Drawdown | -136251 | -71456 | -130992 | -2858892 | -1486080 | -1583008 |
Profit Factor | 2.9611 | 5.4093 | 1.0189 | 1.2478 | 1.6024 | 0.9455 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 44.2623 | 46.6667 | 41.9355 | 44.2623 | 46.6667 | 41.9355 |
Ratio Avg Win / Avg Loss | 3.7288 | 6.182 | 1.4108 | 1.5713 | 1.8313 | 1.3092 |
Largest Winning Trade | 532577 | 532577 | 76949 | 1183213 | 1183213 | 665407 |
Largest Losing Trade | -50311 | -29761 | -50311 | -588720 | -588720 | -507003 |
Avg Bars in Trades | 57 | 53 | 60 | 57 | 53 | 60 |
Avg Bars in Winners | 91 | 84 | 99 | 91 | 84 | 99 |
Avg Bars in Losers | 30 | 26 | 33 | 30 | 26 | 33 |
Bars Traded | 3500 | 1615 | 1885 | 3500 | 1615 | 1885 |
Profit Streak | 0 | 171.2616 | 0 | 0 | 171.2616 | 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 | -159990 | 367807 | -557020 | -187752 | -8901 | -582287 |
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{ "first_band": { "type": "ssf", "factors": { "length": 97, "offset": 0, "poles": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 43, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 97, "offset": 0, "poles": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 43, "offset": 0 } } }
# | 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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