Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2373187.4014 | 2238471.7467 | 134715.6547 | 11392303.8879 | 20747980.0186 | -9355676.1306 |
Total P&L (%) | 2373.1874 | 2238.4717 | 134.7157 | 11392.3039 | 20747.98 | -9355.6761 |
Avg Daily Profit (%) | 1.0661 | 1.0056 | 0.0605 | 0.2134 | 0.2402 | 0 |
Buy And Hold Return (%) | 420.6054 | 420.6054 | 420.6054 | 420.6054 | 420.6054 | 420.6054 |
Max Trade Drawdown | -124220 | -78101 | -70130 | -47017021 | -26371210 | -29370116 |
Profit Factor | 5.1096 | 9.2814 | 1.4386 | 1.0839 | 1.3178 | 0.8674 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Profitability (%) | 34.375 | 33.3333 | 35.4167 | 34.375 | 33.3333 | 35.4167 |
Ratio Avg Win / Avg Loss | 9.7548 | 18.5629 | 2.6233 | 2.0692 | 2.6356 | 1.5818 |
Largest Winning Trade | 2000791 | 2000791 | 53162 | 26102267 | 26102267 | 11248464 |
Largest Losing Trade | -39217 | -31685 | -39217 | -16631730 | -16631730 | -14062823 |
Avg Bars in Trades | 45 | 43 | 46 | 45 | 43 | 46 |
Avg Bars in Winners | 101 | 99 | 102 | 101 | 99 | 102 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 4349 | 2111 | 2238 | 4349 | 2111 | 2238 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 523680 | 517007 | -281432 | -124847 | 118512 | -583582 |
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{ "first_band": { "type": "ssf", "factors": { "length": 188, "offset": 0, "poles": 2 } }, "second_band": { "type": "linreg", "factors": { "length": 10, "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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