Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 423716.4106 | 435407.8542 | -11691.4436 | 83343.7563 | 58828.8218 | 24514.9345 |
Total P&L (%) | 423.7164 | 435.4079 | -11.6914 | 83.3438 | 58.8288 | 24.5149 |
Avg Daily Profit (%) | 0.18 | 0.185 | -0.005 | 0.0258 | 0.0197 | 0.0093 |
Buy And Hold Return (%) | 31.1454 | 31.1454 | 31.1454 | 31.1454 | 31.1454 | 31.1454 |
Max Trade Drawdown | -93701 | -85457 | -114811 | -287567 | -284921 | -105904 |
Profit Factor | 1.8326 | 2.6398 | 0.952 | 1.0866 | 1.0964 | 1.0695 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 43.8596 | 41.3793 | 46.4286 | 43.8596 | 41.3793 | 46.4286 |
Ratio Avg Win / Avg Loss | 2.3457 | 3.7397 | 1.0984 | 1.3908 | 1.5533 | 1.2341 |
Largest Winning Trade | 228494 | 228494 | 60282 | 123846 | 123846 | 78466 |
Largest Losing Trade | -50175 | -50175 | -49634 | -138582 | -138582 | -72496 |
Avg Bars in Trades | 76 | 86 | 67 | 76 | 86 | 67 |
Avg Bars in Winners | 118 | 146 | 93 | 118 | 146 | 93 |
Avg Bars in Losers | 43 | 43 | 44 | 43 | 43 | 44 |
Bars Traded | 4375 | 2496 | 1879 | 4375 | 2496 | 1879 |
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 | -170960 | 328316 | -601555 | -469060 | -290996 | -512663 |
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{ "first_band": { "type": "linreg", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 36, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 36, "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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