Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 690362.2961 | 611224.5935 | 79137.7026 | 306646.0584 | 270508.2738 | 36137.7846 |
Total P&L (%) | 690.3623 | 611.2246 | 79.1377 | 306.6461 | 270.5083 | 36.1378 |
Avg Daily Profit (%) | 0.2761 | 0.2444 | 0.0316 | 0.0561 | 0.0524 | 0.0123 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194101 | -187363 | -61819 | -2310939 | -1830452 | -793243 |
Profit Factor | 2.0545 | 2.7236 | 1.2637 | 1.0755 | 1.1106 | 1.0224 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 40 | 34.0426 | 45.8333 | 40 | 34.0426 | 45.8333 |
Ratio Avg Win / Avg Loss | 3.0818 | 5.277 | 1.4935 | 1.6133 | 2.1517 | 1.2083 |
Largest Winning Trade | 508581 | 508581 | 60127 | 1155567 | 1155567 | 484446 |
Largest Losing Trade | -43258 | -25193 | -43258 | -596700 | -596700 | -328045 |
Avg Bars in Trades | 103 | 92 | 114 | 103 | 92 | 114 |
Avg Bars in Winners | 158 | 159 | 157 | 158 | 159 | 157 |
Avg Bars in Losers | 67 | 58 | 77 | 67 | 58 | 77 |
Bars Traded | 9827 | 4352 | 5475 | 9827 | 4352 | 5475 |
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 | 322483 | 269629 | -152276 | -257961 | -226874 | -376344 |
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{ "first_band": { "type": "sma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 60, "offset": 0, "poles": 3 } } }
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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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