Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1251575.1951 | 1169859.3887 | 81715.8065 | 3697308.5808 | 4178900.2554 | -481591.6747 |
Total P&L (%) | 1251.5752 | 1169.8594 | 81.7158 | 3697.3086 | 4178.9003 | -481.5917 |
Avg Daily Profit (%) | 0.5717 | 0.5343 | 0.0373 | 0.1663 | 0.1717 | 0 |
Buy And Hold Return (%) | 564.1091 | 564.1091 | 564.1091 | 564.1091 | 564.1091 | 564.1091 |
Max Trade Drawdown | -81846 | -74152 | -98101 | -2589577 | -1391610 | -1721430 |
Profit Factor | 3.3109 | 5.0232 | 1.3258 | 1.7258 | 2.6605 | 0.8132 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 45.7143 | 40 | 51.4286 | 45.7143 | 40 | 51.4286 |
Ratio Avg Win / Avg Loss | 3.9316 | 7.5347 | 1.2521 | 2.0494 | 3.9908 | 0.768 |
Largest Winning Trade | 493940 | 493940 | 62922 | 3355540 | 3355540 | 375506 |
Largest Losing Trade | -66019 | -41320 | -66019 | -1329308 | -898302 | -1329308 |
Avg Bars in Trades | 91 | 85 | 97 | 91 | 85 | 97 |
Avg Bars in Winners | 138 | 142 | 134 | 138 | 142 | 134 |
Avg Bars in Losers | 52 | 47 | 58 | 52 | 47 | 58 |
Bars Traded | 6415 | 2989 | 3426 | 6415 | 2989 | 3426 |
Profit Streak | 194.7913 | 194.7913 | 252.1247 | 194.7913 | 194.7913 | 252.1247 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86918 | 337938 | -307025 | -88308 | 358113 | -579227 |
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{ "first_band": { "type": "ssf", "factors": { "length": 160, "offset": 0, "poles": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 72, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 160, "offset": 0, "poles": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 72, "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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