Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 605004.3394 | 516995.8981 | 88008.4412 | 489600.2905 | 728484.6202 | -238884.3296 |
Total P&L (%) | 605.0043 | 516.9959 | 88.0084 | 489.6003 | 728.4846 | -238.8843 |
Avg Daily Profit (%) | 0.2416 | 0.2065 | 0.0352 | 0.0709 | 0.0845 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131940 | -110114 | -69741 | -1100779 | -674075 | -688801 |
Profit Factor | 2.1513 | 3.162 | 1.3073 | 1.1524 | 1.5143 | 0.8669 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 39.1892 | 37.8378 | 40.5405 | 39.1892 | 37.8378 | 40.5405 |
Ratio Avg Win / Avg Loss | 3.3383 | 5.1947 | 1.9174 | 1.7883 | 2.4878 | 1.2715 |
Largest Winning Trade | 412247 | 412247 | 60174 | 629339 | 629339 | 371475 |
Largest Losing Trade | -30585 | -23023 | -30585 | -419262 | -151992 | -419262 |
Avg Bars in Trades | 98 | 85 | 112 | 98 | 85 | 112 |
Avg Bars in Winners | 174 | 156 | 191 | 174 | 156 | 191 |
Avg Bars in Losers | 49 | 41 | 58 | 49 | 41 | 58 |
Bars Traded | 7307 | 3158 | 4149 | 7307 | 3158 | 4149 |
Profit Streak | 0 | 0 | 53.9901 | 0 | 0 | 53.9901 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60495 | 338818 | -147807 | -222988 | -81957 | -582221 |
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{ "first_band": { "type": "sma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 37, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 37, "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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