Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 992252.9442 | 903567.5733 | 88685.3709 | 327230.0444 | 816402.0139 | -489171.9695 |
Total P&L (%) | 992.2529 | 903.5676 | 88.6854 | 327.23 | 816.402 | -489.172 |
Avg Daily Profit (%) | 0.4293 | 0.3909 | 0.0384 | 0.0628 | 0.0959 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127529 | -166392 | -134141 | -599916 | -332572 | -900525 |
Profit Factor | 2.3629 | 3.7647 | 1.221 | 1.1535 | 2.1415 | 0.6547 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 53.125 | 50 | 56.25 | 53.125 | 50 | 56.25 |
Ratio Avg Win / Avg Loss | 2.0849 | 3.7647 | 0.9497 | 1.0178 | 2.1415 | 0.5092 |
Largest Winning Trade | 331782 | 331782 | 62024 | 422105 | 422105 | 136321 |
Largest Losing Trade | -86860 | -52235 | -86860 | -479740 | -148216 | -479740 |
Avg Bars in Trades | 68 | 81 | 55 | 68 | 81 | 55 |
Avg Bars in Winners | 73 | 81 | 66 | 73 | 81 | 66 |
Avg Bars in Losers | 62 | 81 | 42 | 62 | 81 | 42 |
Bars Traded | 4386 | 2607 | 1779 | 4386 | 2607 | 1779 |
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 | -128596 | 594939 | -142937 | -303784 | -60504 | -580000 |
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{ "first_band": { "type": "linreg", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 47, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 47, "offset": 0, "poles": 2 } } }
# | 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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