Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 979660.4943 | 821928.674 | 157731.8203 | 1217077.5403 | -187066.7921 | 1404144.3324 |
Total P&L (%) | 979.6605 | 821.9287 | 157.7318 | 1217.0775 | -187.0668 | 1404.1443 |
Avg Daily Profit (%) | 0.5027 | 0.4218 | 0.0809 | 0.1324 | 0 | 0.1392 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122520 | -108622 | -72979 | -846705 | -1180262 | -285014 |
Profit Factor | 2.3139 | 2.8166 | 1.538 | 1.3092 | 0.9344 | 2.2924 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Profitability (%) | 50.5051 | 44 | 57.1429 | 50.5051 | 44 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.2676 | 3.5847 | 1.1535 | 1.283 | 1.1892 | 1.7193 |
Largest Winning Trade | 555750 | 555750 | 51501 | 528859 | 528859 | 364726 |
Largest Losing Trade | -53763 | -44776 | -53763 | -457029 | -457029 | -136704 |
Avg Bars in Trades | 76 | 89 | 63 | 76 | 89 | 63 |
Avg Bars in Winners | 88 | 102 | 78 | 88 | 102 | 78 |
Avg Bars in Losers | 63 | 78 | 43 | 63 | 78 | 43 |
Bars Traded | 7550 | 4451 | 3100 | 7550 | 4451 | 3100 |
Profit Streak | 31.2662 | 31.2662 | 41.7662 | 31.2662 | 31.2662 | 41.7662 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 607007 | -166079 | -81338 | -13916 | -760500 | -413 |
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{ "first_band": { "type": "linreg", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 39, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 39, "offset": 0, "poles": 3 } } }
# | 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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