Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 519497.51 | 288771.5196 | 230725.9904 | 2776368.897 | 2188306.7063 | 588062.1907 |
Total P&L (%) | 519.4975 | 288.7715 | 230.726 | 2776.3689 | 2188.3067 | 588.0622 |
Avg Daily Profit (%) | 0.3096 | 0.1721 | 0.1375 | 0.2004 | 0.1867 | 0.115 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70171 | -62615 | -45645 | -2358573 | -738722 | -1893698 |
Profit Factor | 1.9552 | 2.0148 | 1.8897 | 1.4047 | 1.6961 | 1.1582 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 85 | 45 | 40 | 85 | 45 | 40 |
Profitability (%) | 41.7808 | 38.3562 | 45.2055 | 41.7808 | 38.3562 | 45.2055 |
Ratio Avg Win / Avg Loss | 2.7244 | 3.2381 | 2.2905 | 1.9574 | 2.7259 | 1.4039 |
Largest Winning Trade | 106902 | 106902 | 50105 | 995961 | 995961 | 849675 |
Largest Losing Trade | -26685 | -17871 | -26685 | -635665 | -391845 | -635665 |
Avg Bars in Trades | 135 | 124 | 146 | 135 | 124 | 146 |
Avg Bars in Winners | 225 | 210 | 237 | 225 | 210 | 237 |
Avg Bars in Losers | 70 | 70 | 70 | 70 | 70 | 70 |
Bars Traded | 19750 | 9092 | 10658 | 19750 | 9092 | 10658 |
Profit Streak | 39.8203 | 0 | 48.237 | 39.8203 | 0 | 48.237 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375320 | -65275 | -79154 | 274078 | -65348 | -158810 |
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{ "first_band": { "type": "ssf", "factors": { "length": 196, "offset": 0, "poles": 2 } }, "second_band": { "type": "linreg", "factors": { "length": 146, "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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