Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1369216.5685 | 1314513.6253 | 54702.9432 | 3709740.311 | 7039056.3344 | -3329316.0234 |
Total P&L (%) | 1369.2166 | 1314.5136 | 54.7029 | 3709.7403 | 7039.0563 | -3329.316 |
Avg Daily Profit (%) | 0.7496 | 0.7196 | 0.0299 | 0.1995 | 0.2339 | 0 |
Buy And Hold Return (%) | 774.1969 | 774.1969 | 774.1969 | 774.1969 | 774.1969 | 774.1969 |
Max Trade Drawdown | -92780 | -84507 | -68857 | -6868554 | -4147163 | -4966429 |
Profit Factor | 4.0194 | 7.8873 | 1.2083 | 1.1728 | 1.7418 | 0.722 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 43.75 | 43.75 | 43.75 | 43.75 | 43.75 | 43.75 |
Ratio Avg Win / Avg Loss | 5.1679 | 10.1408 | 1.5535 | 1.5079 | 2.2395 | 0.9283 |
Largest Winning Trade | 782970 | 782970 | 66799 | 7190806 | 7190806 | 2029671 |
Largest Losing Trade | -35392 | -23762 | -35392 | -2548403 | -1348030 | -2548403 |
Avg Bars in Trades | 165 | 152 | 178 | 165 | 152 | 178 |
Avg Bars in Winners | 257 | 239 | 275 | 257 | 239 | 275 |
Avg Bars in Losers | 94 | 84 | 104 | 94 | 84 | 104 |
Bars Traded | 10598 | 4871 | 5727 | 10598 | 4871 | 5727 |
Profit Streak | 0 | 101.6041 | 0 | 0 | 101.6041 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134829 | 367270 | -320483 | -169011 | 350181 | -583240 |
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{ "first_band": { "type": "ssf", "factors": { "length": 186, "offset": 0, "poles": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 244, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 186, "offset": 0, "poles": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 244, "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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