Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1369777.7995 | 1303237.3816 | 66540.4178 | 3488839.1745 | 8569908.5754 | -5081069.401 |
Total P&L (%) | 1369.7778 | 1303.2374 | 66.5404 | 3488.8392 | 8569.9086 | -5081.0694 |
Avg Daily Profit (%) | 0.7542 | 0.7175 | 0.0366 | 0.1973 | 0.246 | 0 |
Buy And Hold Return (%) | 668.0529 | 668.0529 | 668.0529 | 668.0529 | 668.0529 | 668.0529 |
Max Trade Drawdown | -141468 | -122880 | -76164 | -12114905 | -8840170 | -7232764 |
Profit Factor | 3.0378 | 5.4244 | 1.1762 | 1.085 | 1.4572 | 0.7722 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Profitability (%) | 45.7447 | 48.9362 | 42.5532 | 45.7447 | 48.9362 | 42.5532 |
Ratio Avg Win / Avg Loss | 3.6029 | 5.6603 | 1.5879 | 1.2868 | 1.5205 | 1.0425 |
Largest Winning Trade | 892152 | 892152 | 66732 | 4984643 | 4984643 | 3353916 |
Largest Losing Trade | -59525 | -37640 | -59525 | -3931157 | -3931157 | -3074453 |
Avg Bars in Trades | 74 | 68 | 81 | 74 | 68 | 81 |
Avg Bars in Winners | 98 | 86 | 113 | 98 | 86 | 113 |
Avg Bars in Losers | 54 | 52 | 57 | 54 | 52 | 57 |
Bars Traded | 7044 | 3232 | 3813 | 7044 | 3232 | 3813 |
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 | 382325 | 468645 | -338149 | -121617 | 369138 | -581926 |
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{ "first_band": { "type": "ssf", "factors": { "length": 79, "offset": 0, "poles": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 155, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 79, "offset": 0, "poles": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 155, "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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