Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1567957.1967 | 1403180.215 | 164776.9817 | 4542339.3036 | -10871055.6622 | 15413394.9658 |
Total P&L (%) | 1567.9572 | 1403.1802 | 164.777 | 4542.3393 | -10871.0557 | 15413.395 |
Avg Daily Profit (%) | 0.6559 | 0.587 | 0.0689 | 0.1607 | 0 | 0.2112 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179109 | -112096 | -121802 | -45830953 | -39784396 | -24168117 |
Profit Factor | 3.3351 | 5.1364 | 1.496 | 1.0481 | 0.81 | 1.4152 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 43.0769 | 39.3939 | 46.875 | 43.0769 | 39.3939 | 46.875 |
Ratio Avg Win / Avg Loss | 4.4072 | 7.9021 | 1.6954 | 1.3851 | 1.2462 | 1.6039 |
Largest Winning Trade | 783821 | 783821 | 70158 | 24673005 | 24673005 | 19037643 |
Largest Losing Trade | -51933 | -34095 | -51933 | -17055872 | -17055872 | -12613455 |
Avg Bars in Trades | 143 | 123 | 163 | 143 | 123 | 163 |
Avg Bars in Winners | 240 | 221 | 257 | 240 | 221 | 257 |
Avg Bars in Losers | 69 | 60 | 79 | 69 | 60 | 79 |
Bars Traded | 9317 | 4090 | 5227 | 9317 | 4090 | 5227 |
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 | -120658 | 543270 | -99754 | -298834 | -583260 | 316264 |
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{ "first_band": { "type": "ssf", "factors": { "length": 199, "offset": 0, "poles": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 126, "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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