Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2228715.6432 | 2254110.4769 | -25394.8337 | 149546.375 | 1632002.4316 | -1482456.0566 |
Total P&L (%) | 2228.7156 | 2254.1105 | -25.3948 | 149.5464 | 1632.0024 | -1482.4561 |
Avg Daily Profit (%) | 1.0043 | 1.0157 | -0.0114 | 0.0412 | 0.1286 | 0 |
Buy And Hold Return (%) | 623.902 | 623.902 | 623.902 | 623.902 | 623.902 | 623.902 |
Max Trade Drawdown | -154716 | -94922 | -125309 | -2722351 | -1411297 | -1584487 |
Profit Factor | 3.7807 | 7.5312 | 0.9444 | 1.0249 | 1.6059 | 0.553 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Profitability (%) | 41.1765 | 46.5116 | 35.7143 | 41.1765 | 46.5116 | 35.7143 |
Ratio Avg Win / Avg Loss | 5.4011 | 8.6609 | 1.6998 | 1.4641 | 1.8468 | 0.9954 |
Largest Winning Trade | 2133185 | 2133185 | 48870 | 2759602 | 2759602 | 314618 |
Largest Losing Trade | -77606 | -36202 | -77606 | -795705 | -757811 | -795705 |
Avg Bars in Trades | 103 | 100 | 106 | 103 | 100 | 106 |
Avg Bars in Winners | 167 | 155 | 182 | 167 | 155 | 182 |
Avg Bars in Losers | 58 | 53 | 63 | 58 | 53 | 63 |
Bars Traded | 8805 | 4342 | 4463 | 8805 | 4342 | 4463 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519746 | 648342 | -583512 | -499989 | -22657 | -586290 |
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{ "first_band": { "type": "ssf", "factors": { "length": 187, "offset": 0, "poles": 3 } }, "second_band": { "type": "sma", "factors": { "length": 30, "offset": 0 } } }
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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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