Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320947.6087 | 257958.4513 | 62989.1574 | -64034.3875 | 205798.3625 | -269832.75 |
Total P&L (%) | 320.9476 | 257.9585 | 62.9892 | -64.0344 | 205.7984 | -269.8328 |
Avg Daily Profit (%) | 0.1674 | 0.1345 | 0.0328 | -0.0533 | 0.0583 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166269 | -107691 | -156177 | -317502 | -184425 | -370935 |
Profit Factor | 1.2204 | 1.3693 | 1.0831 | 0.969 | 1.2298 | 0.7689 |
Total Trades | 313 | 157 | 156 | 313 | 157 | 156 |
Winning Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Losing Trades | 116 | 59 | 57 | 116 | 59 | 57 |
Profitability (%) | 62.9393 | 62.4204 | 63.4615 | 62.9393 | 62.4204 | 63.4615 |
Ratio Avg Win / Avg Loss | 0.7186 | 0.8244 | 0.6236 | 0.5706 | 0.7404 | 0.4427 |
Largest Winning Trade | 36557 | 36557 | 36528 | 67725 | 67725 | 41686 |
Largest Losing Trade | -85226 | -42498 | -85226 | -287413 | -89830 | -287413 |
Avg Bars in Trades | 24 | 25 | 23 | 24 | 25 | 23 |
Avg Bars in Winners | 18 | 20 | 17 | 18 | 20 | 17 |
Avg Bars in Losers | 33 | 33 | 32 | 33 | 33 | 32 |
Bars Traded | 7544 | 3938 | 3606 | 7544 | 3938 | 3606 |
Profit Streak | 10.0514 | 22.3014 | 0 | 10.0514 | 22.3014 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342969 | -11419 | -277966 | -576523 | -113883 | -578493 |
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{ "first_band": { "type": "linreg", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 32, "offset": 0, "poles": 3 } } }
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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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