Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1738400.8972 | 1589113.1363 | 149287.7609 | 181812003.1433 | 136678697.7534 | 45133305.3899 |
Total P&L (%) | 1738.4009 | 1589.1131 | 149.2878 | 181812.0031 | 136678.6978 | 45133.3054 |
Avg Daily Profit (%) | 0.7656 | 0.6999 | 0.0658 | 0.3311 | 0.3185 | 0.2697 |
Buy And Hold Return (%) | 8519.1736 | 8519.1736 | 8519.1736 | 8519.1736 | 8519.1736 | 8519.1736 |
Max Trade Drawdown | -46002 | -70084 | -87708 | -52472597 | -37360956 | -40340523 |
Profit Factor | 4.2188 | 7.3827 | 1.5128 | 1.9523 | 2.7095 | 1.4068 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Profitability (%) | 46.8966 | 47.2222 | 46.5753 | 46.8966 | 47.2222 | 46.5753 |
Ratio Avg Win / Avg Loss | 4.7772 | 8.2512 | 1.7353 | 2.2107 | 3.0282 | 1.6136 |
Largest Winning Trade | 713468 | 713468 | 36984 | 87817754 | 87817754 | 36528130 |
Largest Losing Trade | -39475 | -22643 | -39475 | -35495720 | -16313473 | -35495720 |
Avg Bars in Trades | 30 | 28 | 32 | 30 | 28 | 32 |
Avg Bars in Winners | 46 | 43 | 49 | 46 | 43 | 49 |
Avg Bars in Losers | 16 | 15 | 18 | 16 | 15 | 18 |
Bars Traded | 4458 | 2073 | 2385 | 4458 | 2073 | 2385 |
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 | -146506 | -225199 | -341710 | 433570 | -66040 | -63944 |
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{ "first_band": { "type": "ssf", "factors": { "length": 47, "offset": 0, "poles": 2 } }, "second_band": { "type": "linreg", "factors": { "length": 34, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 47, "offset": 0, "poles": 2 } }, "second_band": { "type": "linreg", "factors": { "length": 34, "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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