Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 553911.0026 | 446645.3092 | 107265.6934 | 858706.006 | 658950.2781 | 199755.7279 |
Total P&L (%) | 553.911 | 446.6453 | 107.2657 | 858.706 | 658.9503 | 199.7557 |
Avg Daily Profit (%) | 0.2352 | 0.1897 | 0.0456 | 0.096 | 0.0861 | 0.0466 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101689 | -46635 | -114289 | -927996 | -404519 | -619556 |
Profit Factor | 2.2078 | 3.3686 | 1.3972 | 1.2879 | 1.5013 | 1.1197 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 54.6875 | 53.125 | 56.25 | 54.6875 | 53.125 | 56.25 |
Ratio Avg Win / Avg Loss | 1.8293 | 2.9723 | 1.0867 | 1.0671 | 1.3246 | 0.8709 |
Largest Winning Trade | 240976 | 240976 | 64895 | 530022 | 530022 | 490953 |
Largest Losing Trade | -46085 | -33459 | -46085 | -492202 | -322821 | -492202 |
Avg Bars in Trades | 106 | 100 | 112 | 106 | 100 | 112 |
Avg Bars in Winners | 137 | 134 | 140 | 137 | 134 | 140 |
Avg Bars in Losers | 69 | 62 | 76 | 69 | 62 | 76 |
Bars Traded | 6815 | 3213 | 3602 | 6815 | 3213 | 3602 |
Profit Streak | 0 | 0 | 83.3845 | 0 | 0 | 83.3845 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130351 | 516492 | -129650 | -207214 | -75888 | -219361 |
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{ "first_band": { "type": "sma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 146, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 146, "offset": 0, "poles": 2 } } }
# | 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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