Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 847938.3799 | 470811.1366 | 377127.2433 | 49744450.7703 | 37531238.8116 | 12213211.9587 |
Total P&L (%) | 847.9384 | 470.8111 | 377.1272 | 49744.4508 | 37531.2388 | 12213.212 |
Avg Daily Profit (%) | 0.5032 | 0.2794 | 0.2238 | 0.3693 | 0.3525 | 0.286 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80552 | -73436 | -52316 | -13686531 | -8061135 | -12955883 |
Profit Factor | 1.9351 | 2.0985 | 1.7887 | 1.726 | 2.2217 | 1.3232 |
Total Trades | 380 | 190 | 190 | 380 | 190 | 190 |
Winning Trades | 154 | 72 | 82 | 154 | 72 | 82 |
Losing Trades | 226 | 118 | 108 | 226 | 118 | 108 |
Profitability (%) | 40.5263 | 37.8947 | 43.1579 | 40.5263 | 37.8947 | 43.1579 |
Ratio Avg Win / Avg Loss | 2.8399 | 3.4392 | 2.3558 | 2.533 | 3.6411 | 1.7427 |
Largest Winning Trade | 73301 | 73301 | 52609 | 14358435 | 14358435 | 10798234 |
Largest Losing Trade | -19107 | -15711 | -19107 | -5351209 | -3599786 | -5351209 |
Avg Bars in Trades | 26 | 25 | 27 | 26 | 25 | 27 |
Avg Bars in Winners | 44 | 42 | 45 | 44 | 42 | 45 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 10080 | 4785 | 5295 | 10080 | 4785 | 5295 |
Profit Streak | 0 | 0 | 13.8976 | 0 | 0 | 13.8976 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463828 | 298778 | 355351 | 408102 | 344846 | 315487 |
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{ "first_band": { "type": "ssf", "factors": { "length": 57, "offset": 0, "poles": 2 } }, "second_band": { "type": "linreg", "factors": { "length": 20, "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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