Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1316669.2299 | 1348752.5753 | -32083.3454 | 471141.6579 | 1109108.7785 | -637967.1205 |
Total P&L (%) | 1316.6692 | 1348.7526 | -32.0833 | 471.1417 | 1109.1088 | -637.9671 |
Avg Daily Profit (%) | 0.7135 | 0.7309 | -0.0174 | 0.0945 | 0.1352 | 0 |
Buy And Hold Return (%) | 561.7183 | 561.7183 | 561.7183 | 561.7183 | 561.7183 | 561.7183 |
Max Trade Drawdown | -127027 | -110850 | -107300 | -2745158 | -2295225 | -2096979 |
Profit Factor | 3.1174 | 5.3386 | 0.8968 | 1.0542 | 1.2385 | 0.842 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 42.623 | 43.3333 | 41.9355 | 42.623 | 43.3333 | 41.9355 |
Ratio Avg Win / Avg Loss | 4.1965 | 6.9813 | 1.2418 | 1.4192 | 1.6195 | 1.1658 |
Largest Winning Trade | 724992 | 724992 | 60114 | 2265993 | 2265993 | 939672 |
Largest Losing Trade | -39386 | -29435 | -39386 | -950963 | -950963 | -709261 |
Avg Bars in Trades | 116 | 115 | 116 | 116 | 115 | 116 |
Avg Bars in Winners | 175 | 166 | 185 | 175 | 166 | 185 |
Avg Bars in Losers | 71 | 77 | 66 | 71 | 77 | 66 |
Bars Traded | 7085 | 3468 | 3617 | 7085 | 3468 | 3617 |
Profit Streak | 0 | 77.9241 | 0 | 0 | 77.9241 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155358 | 530205 | -582287 | -562637 | -20084 | -582287 |
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{ "first_band": { "type": "ssf", "factors": { "length": 129, "offset": 0, "poles": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 215, "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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