Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2365656.4127 | 2244787.4454 | 120868.9673 | 4457299.5911 | -2929529.8938 | 7386829.4849 |
Total P&L (%) | 2365.6564 | 2244.7874 | 120.869 | 4457.2996 | -2929.5299 | 7386.8295 |
Avg Daily Profit (%) | 1.3132 | 1.2461 | 0.0671 | 0.2122 | 0 | 0.2399 |
Buy And Hold Return (%) | 153.9257 | 153.9257 | 153.9257 | 153.9257 | 153.9257 | 153.9257 |
Max Trade Drawdown | -119296 | -101534 | -76574 | -16564623 | -12845729 | -5726265 |
Profit Factor | 6.1912 | 10.1875 | 1.5718 | 1.1219 | 0.8633 | 1.4878 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 36.8421 | 36.8421 | 36.8421 | 36.8421 | 36.8421 | 36.8421 |
Ratio Avg Win / Avg Loss | 10.6135 | 17.4643 | 2.6946 | 1.9232 | 1.48 | 2.5505 |
Largest Winning Trade | 1527179 | 1527179 | 61090 | 7216499 | 7216499 | 4656980 |
Largest Losing Trade | -68148 | -22082 | -68148 | -2867549 | -2867549 | -2650982 |
Avg Bars in Trades | 90 | 75 | 105 | 90 | 75 | 105 |
Avg Bars in Winners | 183 | 148 | 218 | 183 | 148 | 218 |
Avg Bars in Losers | 36 | 33 | 39 | 36 | 33 | 39 |
Bars Traded | 6887 | 2877 | 4010 | 6887 | 2877 | 4010 |
Profit Streak | 0 | 0 | 26.264 | 0 | 0 | 26.264 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36754 | 611190 | -270831 | -136113 | -584215 | 221714 |
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{ "first_band": { "type": "linreg", "factors": { "length": 4, "offset": 211 } }, "second_band": { "type": "ssf", "factors": { "length": 20, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 4, "offset": 211 } }, "second_band": { "type": "ssf", "factors": { "length": 20, "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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