Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288519.8179 | 281456.2689 | 7063.549 | 40295.2592 | 373598.0982 | -333302.839 |
Total P&L (%) | 288.5198 | 281.4563 | 7.0635 | 40.2953 | 373.5981 | -333.3028 |
Avg Daily Profit (%) | 0.2044 | 0.1994 | 0.005 | 0.024 | 0.1103 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140006 | -107512 | -145845 | -445351 | -356156 | -497202 |
Profit Factor | 1.231 | 1.5244 | 1.0099 | 1.0129 | 1.2611 | 0.8027 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 131 | 67 | 64 | 131 | 67 | 64 |
Losing Trades | 143 | 70 | 73 | 143 | 70 | 73 |
Profitability (%) | 47.8102 | 48.9051 | 46.7153 | 47.8102 | 48.9051 | 46.7153 |
Ratio Avg Win / Avg Loss | 1.3437 | 1.5927 | 1.1519 | 1.1057 | 1.3176 | 0.9156 |
Largest Winning Trade | 75154 | 75154 | 47670 | 174578 | 174578 | 95201 |
Largest Losing Trade | -44437 | -30595 | -44437 | -147394 | -147394 | -112973 |
Avg Bars in Trades | 61 | 63 | 58 | 61 | 63 | 58 |
Avg Bars in Winners | 75 | 79 | 71 | 75 | 79 | 71 |
Avg Bars in Losers | 47 | 47 | 47 | 47 | 47 | 47 |
Bars Traded | 16739 | 8694 | 8045 | 16739 | 8694 | 8045 |
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 | 284491 | 344362 | -563002 | -368750 | -46571 | -582246 |
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{ "first_band": { "type": "linreg", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 47, "offset": 0, "poles": 2 } } }
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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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