Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1557452.2883 | 1522229.4463 | 35222.842 | 17455813.081 | 22400093.015 | -4944279.9339 |
Total P&L (%) | 1557.4523 | 1522.2294 | 35.2228 | 17455.8131 | 22400.093 | -4944.2799 |
Avg Daily Profit (%) | 0.84 | 0.821 | 0.019 | 0.2791 | 0.2925 | 0 |
Buy And Hold Return (%) | 5773.2394 | 5773.2394 | 5773.2394 | 5773.2394 | 5773.2394 | 5773.2394 |
Max Trade Drawdown | -101866 | -60171 | -90012 | -8934270 | -3988229 | -7161900 |
Profit Factor | 4.1446 | 8.223 | 1.1238 | 1.5285 | 2.8834 | 0.7661 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 45.2381 | 40.4762 | 50 | 45.2381 | 40.4762 | 50 |
Ratio Avg Win / Avg Loss | 5.0172 | 12.0926 | 1.1238 | 1.8503 | 4.2403 | 0.7661 |
Largest Winning Trade | 712158 | 712158 | 59206 | 12990431 | 12990431 | 4059140 |
Largest Losing Trade | -39400 | -39400 | -37012 | -3215970 | -1451795 | -3215970 |
Avg Bars in Trades | 128 | 133 | 124 | 128 | 133 | 124 |
Avg Bars in Winners | 227 | 254 | 206 | 227 | 254 | 206 |
Avg Bars in Losers | 47 | 51 | 42 | 47 | 51 | 42 |
Bars Traded | 10831 | 5609 | 5222 | 10831 | 5609 | 5222 |
Profit Streak | 0 | 65.1459 | 0 | 0 | 65.1459 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147036 | -147166 | -417564 | 237153 | 320516 | -580734 |
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{ "first_band": { "type": "ssf", "factors": { "length": 129, "offset": 0, "poles": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 180, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 129, "offset": 0, "poles": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 180, "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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