Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1181839.9903 | 1051444.4965 | 130395.4938 | 12475424.1188 | 11082482.8479 | 1392941.271 |
Total P&L (%) | 1181.84 | 1051.4445 | 130.3955 | 12475.4241 | 11082.4828 | 1392.9413 |
Avg Daily Profit (%) | 0.5361 | 0.4769 | 0.0591 | 0.2195 | 0.2142 | 0.1227 |
Buy And Hold Return (%) | 451.9559 | 451.9559 | 451.9559 | 451.9559 | 451.9559 | 451.9559 |
Max Trade Drawdown | -62019 | -55449 | -77364 | -5857568 | -4058001 | -3627162 |
Profit Factor | 3.9927 | 6.1768 | 1.6798 | 1.8406 | 2.3055 | 1.2193 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 40.2597 | 35.8974 | 44.7368 | 40.2597 | 35.8974 | 44.7368 |
Ratio Avg Win / Avg Loss | 5.9246 | 11.03 | 2.0751 | 2.7313 | 4.1169 | 1.5062 |
Largest Winning Trade | 480949 | 480949 | 66024 | 12054938 | 12054938 | 2124408 |
Largest Losing Trade | -30045 | -19002 | -30045 | -2715001 | -1879858 | -2715001 |
Avg Bars in Trades | 167 | 143 | 192 | 167 | 143 | 192 |
Avg Bars in Winners | 317 | 307 | 326 | 317 | 307 | 326 |
Avg Bars in Losers | 66 | 51 | 84 | 66 | 51 | 84 |
Bars Traded | 12903 | 5584 | 7319 | 12903 | 5584 | 7319 |
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 | -35552 | 315232 | -278575 | -38368 | 255059 | -33167 |
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{ "first_band": { "type": "rma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 44, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 44, "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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