Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1439350.6153 | 1503549.3909 | -64198.7756 | -571761.9006 | 113333.8113 | -685095.7119 |
Total P&L (%) | 1439.3506 | 1503.5494 | -64.1988 | -571.7619 | 113.3338 | -685.0957 |
Avg Daily Profit (%) | 0.637 | 0.6654 | -0.0284 | 0 | 0.0335 | 0 |
Buy And Hold Return (%) | 205.4176 | 205.4176 | 205.4176 | 205.4176 | 205.4176 | 205.4176 |
Max Trade Drawdown | -242042 | -81162 | -222509 | -1534481 | -910184 | -837089 |
Profit Factor | 2.7398 | 4.9783 | 0.8571 | 0.8646 | 1.0532 | 0.6726 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 38 | 17 | 21 | 53 | 29 | 24 |
Losing Trades | 55 | 30 | 25 | 40 | 18 | 22 |
Profitability (%) | 40.8602 | 36.1702 | 45.6522 | 56.9892 | 61.7021 | 52.1739 |
Ratio Avg Win / Avg Loss | 3.9655 | 8.7853 | 1.0204 | 0.6525 | 0.6537 | 0.6166 |
Largest Winning Trade | 1237788 | 1237788 | 50907 | 305419 | 305419 | 184291 |
Largest Losing Trade | -136010 | -36715 | -136010 | -578288 | -578288 | -557607 |
Avg Bars in Trades | 93 | 87 | 98 | 93 | 87 | 98 |
Avg Bars in Winners | 153 | 156 | 151 | 65 | 62 | 69 |
Avg Bars in Losers | 51 | 48 | 54 | 129 | 128 | 130 |
Bars Traded | 8682 | 4129 | 4553 | 8682 | 4129 | 4553 |
Profit Streak | 0 | 0 | 137.6266 | 12.8766 | 141.8766 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493005 | 521919 | -579768 | -579013 | -474594 | -580422 |
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{ "first_band": { "type": "sma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 67, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 67, "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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