Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1261700.0059 | 1212083.1929 | 49616.813 | 3039663.4873 | 3974841.7228 | -935178.2354 |
Total P&L (%) | 1261.7 | 1212.0832 | 49.6168 | 3039.6635 | 3974.8417 | -935.1782 |
Avg Daily Profit (%) | 0.6957 | 0.6683 | 0.0274 | 0.1902 | 0.2046 | 0 |
Buy And Hold Return (%) | 666.5198 | 666.5198 | 666.5198 | 666.5198 | 666.5198 | 666.5198 |
Max Trade Drawdown | -122490 | -72017 | -89688 | -3433809 | -2673552 | -1730911 |
Profit Factor | 3.7873 | 6.4795 | 1.2144 | 1.355 | 1.9025 | 0.7751 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 44.0678 | 48.2759 | 40 | 44.0678 | 48.2759 | 40 |
Ratio Avg Win / Avg Loss | 4.807 | 6.9424 | 1.8216 | 1.7199 | 2.0384 | 1.1626 |
Largest Winning Trade | 675442 | 675442 | 73885 | 3930521 | 3930521 | 1003089 |
Largest Losing Trade | -27449 | -25793 | -27449 | -1185250 | -1185250 | -993915 |
Avg Bars in Trades | 89 | 84 | 93 | 89 | 84 | 93 |
Avg Bars in Winners | 154 | 138 | 173 | 154 | 138 | 173 |
Avg Bars in Losers | 37 | 34 | 39 | 37 | 34 | 39 |
Bars Traded | 5257 | 2456 | 2801 | 5257 | 2456 | 2801 |
Profit Streak | 0 | 159.4399 | 0 | 0 | 159.4399 | 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 | -170229 | 457540 | -325372 | -174045 | 404568 | -583047 |
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{ "first_band": { "type": "ssf", "factors": { "length": 227, "offset": 0, "poles": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 46, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 227, "offset": 0, "poles": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 46, "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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