Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 640668.7148 | 566950.504 | 73718.2108 | 133981.0693 | 206602.9461 | -72621.8768 |
Total P&L (%) | 640.6687 | 566.9505 | 73.7182 | 133.9811 | 206.6029 | -72.6219 |
Avg Daily Profit (%) | 0.4004 | 0.3543 | 0.0461 | 0.0531 | 0.07 | -0.0809 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126476 | -75947 | -111830 | -223239 | -108078 | -226565 |
Profit Factor | 1.9019 | 2.5577 | 1.2128 | 1.1512 | 1.4828 | 0.8415 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 37.5 | 29.5455 | 45.4545 | 37.5 | 29.5455 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.1699 | 6.0991 | 1.4554 | 1.9186 | 3.5359 | 1.0098 |
Largest Winning Trade | 401146 | 401146 | 69761 | 205298 | 205298 | 53854 |
Largest Losing Trade | -49210 | -24906 | -49210 | -83359 | -52482 | -83359 |
Avg Bars in Trades | 107 | 96 | 117 | 107 | 96 | 117 |
Avg Bars in Winners | 182 | 192 | 176 | 182 | 192 | 176 |
Avg Bars in Losers | 62 | 56 | 69 | 62 | 56 | 69 |
Bars Traded | 9439 | 4253 | 5186 | 9439 | 4253 | 5186 |
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 | 314481 | 162384 | -133532 | -179688 | -106819 | -580820 |
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{ "first_band": { "type": "ssf", "factors": { "length": 176, "offset": 0, "poles": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 96, "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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