Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2138555.8949 | -110915.0119 | -2027640.883 | 1647906.0421 | 19128143.0632 | -17480237.0211 |
Total P&L (%) | -2138.5559 | -110.915 | -2027.6409 | 1647.906 | 19128.1431 | -17480.237 |
Avg Daily Profit (%) | -1.1403 | -0.0591 | -1.0811 | 0.1527 | 0.2808 | 0 |
Buy And Hold Return (%) | 664.1285 | 664.1285 | 664.1285 | 664.1285 | 664.1285 | 664.1285 |
Max Trade Drawdown | -2215546 | -177752 | -2057583 | -23520687 | -1429111 | -34594225 |
Profit Factor | 0.2021 | 0.6389 | 0.1456 | 1.0368 | 5.357 | 0.5669 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 49 | 23 | 26 | 39 | 22 | 17 |
Losing Trades | 30 | 16 | 14 | 40 | 17 | 23 |
Profitability (%) | 62.0253 | 58.9744 | 65 | 49.3671 | 56.4103 | 42.5 |
Ratio Avg Win / Avg Loss | 0.1237 | 0.4445 | 0.0784 | 1.0634 | 4.1395 | 0.767 |
Largest Winning Trade | 47160 | 44478 | 47160 | 9957630 | 8580461 | 9957630 |
Largest Losing Trade | -1272793 | -52898 | -1272793 | -18209875 | -1039444 | -18209875 |
Avg Bars in Trades | 45 | 41 | 48 | 45 | 41 | 48 |
Avg Bars in Winners | 27 | 21 | 33 | 47 | 51 | 41 |
Avg Bars in Losers | 73 | 69 | 78 | 42 | 27 | 54 |
Bars Traded | 3559 | 1600 | 1959 | 3559 | 1600 | 1959 |
Profit Streak | 47.4093 | 84.9093 | 47.4093 | 47.4093 | 84.9093 | 47.4093 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -608730 | -578229 | -577816 | -206103 | 684033 | -582677 |
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{ "first_band": { "type": "ssf", "factors": { "length": 11, "offset": 0, "poles": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 169, "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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