Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1552514.804 | 1525492.6519 | 27022.1521 | 1898435.0773 | 6075126.1987 | -4176691.1214 |
Total P&L (%) | 1552.5148 | 1525.4927 | 27.0222 | 1898.4351 | 6075.1262 | -4176.6911 |
Avg Daily Profit (%) | 0.8501 | 0.8353 | 0.0148 | 0.1641 | 0.226 | 0 |
Buy And Hold Return (%) | 755.5507 | 755.5507 | 755.5507 | 755.5507 | 755.5507 | 755.5507 |
Max Trade Drawdown | -163401 | -140114 | -100275 | -10199994 | -7122717 | -5575267 |
Profit Factor | 3.4359 | 6.4713 | 1.0754 | 1.0714 | 1.5555 | 0.7332 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 43.0233 | 39.5349 | 46.5116 | 43.0233 | 39.5349 | 46.5116 |
Ratio Avg Win / Avg Loss | 4.5503 | 9.8973 | 1.2367 | 1.4189 | 2.3789 | 0.8432 |
Largest Winning Trade | 1056020 | 1056020 | 67704 | 5934005 | 5934005 | 2658911 |
Largest Losing Trade | -43454 | -29102 | -43454 | -2139381 | -1674586 | -2139381 |
Avg Bars in Trades | 82 | 79 | 85 | 82 | 79 | 85 |
Avg Bars in Winners | 109 | 106 | 112 | 109 | 106 | 112 |
Avg Bars in Losers | 61 | 61 | 60 | 61 | 61 | 60 |
Bars Traded | 7059 | 3404 | 3655 | 7059 | 3404 | 3655 |
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 | 387859 | 393987 | -477779 | -140295 | 251904 | -582083 |
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{ "first_band": { "type": "ssf", "factors": { "length": 88, "offset": 0, "poles": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 157, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 88, "offset": 0, "poles": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 157, "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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