Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1768096.7192 | 1693847.5424 | 74249.1767 | 188602.9571 | -487836.1596 | 676439.1167 |
Total P&L (%) | 1768.0967 | 1693.8475 | 74.2492 | 188.603 | -487.8362 | 676.4391 |
Avg Daily Profit (%) | 0.7483 | 0.7169 | 0.0314 | 0.0449 | 0 | 0.0868 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160787 | -147999 | -81403 | -4862855 | -4184759 | -1630173 |
Profit Factor | 3.4183 | 5.8876 | 1.1931 | 1.0171 | 0.9195 | 1.1365 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 48.8636 | 43.1818 | 54.5455 | 48.8636 | 43.1818 | 54.5455 |
Ratio Avg Win / Avg Loss | 3.5773 | 7.7468 | 0.9942 | 1.0644 | 1.2099 | 0.9471 |
Largest Winning Trade | 1719687 | 1719687 | 72592 | 1895555 | 1895555 | 1145472 |
Largest Losing Trade | -56071 | -44595 | -56071 | -1436843 | -1338169 | -1436843 |
Avg Bars in Trades | 78 | 67 | 89 | 78 | 67 | 89 |
Avg Bars in Winners | 95 | 77 | 109 | 95 | 77 | 109 |
Avg Bars in Losers | 62 | 59 | 66 | 62 | 59 | 66 |
Bars Traded | 6908 | 2956 | 3952 | 6908 | 2956 | 3952 |
Profit Streak | 0 | 0 | 80.7566 | 0 | 0 | 80.7566 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 685973 | 659110 | -159516 | -334887 | -581704 | -147548 |
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{ "first_band": { "type": "sma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 96, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 96, "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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