Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347878.5819 | 380658.8568 | -32780.2749 | -110077.3692 | 33524.4623 | -143601.8315 |
Total P&L (%) | 347.8786 | 380.6589 | -32.7803 | -110.0774 | 33.5245 | -143.6018 |
Avg Daily Profit (%) | 0.1829 | 0.2001 | -0.0172 | 0 | 0.0152 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -223837 | -145784 | -153390 | -578081 | -292357 | -328497 |
Profit Factor | 1.4214 | 1.908 | 0.9193 | 0.8745 | 1.0798 | 0.6857 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 40 | 18 | 22 | 32 | 17 | 15 |
Losing Trades | 24 | 14 | 10 | 32 | 15 | 17 |
Profitability (%) | 62.5 | 56.25 | 68.75 | 50 | 53.125 | 46.875 |
Ratio Avg Win / Avg Loss | 0.8528 | 1.484 | 0.4179 | 0.8745 | 0.9528 | 0.7772 |
Largest Winning Trade | 287359 | 287359 | 46836 | 156006 | 156006 | 151510 |
Largest Losing Trade | -127960 | -55596 | -127960 | -292671 | -246278 | -292671 |
Avg Bars in Trades | 57 | 46 | 67 | 57 | 46 | 67 |
Avg Bars in Winners | 47 | 32 | 60 | 51 | 47 | 57 |
Avg Bars in Losers | 72 | 63 | 84 | 62 | 44 | 77 |
Bars Traded | 3649 | 1474 | 2175 | 3649 | 1474 | 2175 |
Profit Streak | 513.0697 | 0 | 552.5697 | 0 | 646.0697 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134661 | 392800 | -577796 | -724277 | -308369 | -582025 |
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{ "first_band": { "type": "ssf", "factors": { "length": 40, "offset": 0, "poles": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 125, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 40, "offset": 0, "poles": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 125, "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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