Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 705011.4008 | 532432.2503 | 172579.1505 | 2313247.6235 | -908578.0444 | 3221825.6678 |
Total P&L (%) | 705.0114 | 532.4323 | 172.5792 | 2313.2476 | -908.578 | 3221.8257 |
Avg Daily Profit (%) | 0.3385 | 0.2556 | 0.0829 | 0.153 | 0 | 0.1683 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71147 | -95976 | -123753 | -3918553 | -4676452 | -2264533 |
Profit Factor | 1.8105 | 2.2366 | 1.3929 | 1.1372 | 0.9072 | 1.4555 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 84 | 39 | 45 | 84 | 39 | 45 |
Losing Trades | 108 | 57 | 51 | 108 | 57 | 51 |
Profitability (%) | 43.75 | 40.625 | 46.875 | 43.75 | 40.625 | 46.875 |
Ratio Avg Win / Avg Loss | 2.3278 | 3.2688 | 1.5786 | 1.4621 | 1.3259 | 1.6496 |
Largest Winning Trade | 269349 | 269349 | 57936 | 2267026 | 2267026 | 1200860 |
Largest Losing Trade | -41192 | -23264 | -41192 | -1276046 | -1276046 | -833256 |
Avg Bars in Trades | 129 | 120 | 137 | 129 | 120 | 137 |
Avg Bars in Winners | 194 | 191 | 196 | 194 | 191 | 196 |
Avg Bars in Losers | 78 | 71 | 85 | 78 | 71 | 85 |
Bars Traded | 24812 | 11570 | 13242 | 24812 | 11570 | 13242 |
Profit Streak | 26.9312 | 39.3479 | 26.9312 | 26.9312 | 39.3479 | 26.9312 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440830 | 337427 | -81543 | -62370 | -582508 | 321855 |
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{ "first_band": { "type": "ssf", "factors": { "length": 99, "offset": 73, "poles": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 91, "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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