Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2624516.9001 | 2547739.7848 | 76777.1153 | 1111264.7253 | 8330671.5195 | -7219406.7941 |
Total P&L (%) | 2624.5169 | 2547.7398 | 76.7771 | 1111.2647 | 8330.6715 | -7219.4068 |
Avg Daily Profit (%) | 1.2598 | 1.2229 | 0.0369 | 0.1198 | 0.2131 | 0 |
Buy And Hold Return (%) | 65.0641 | 65.0641 | 65.0641 | 65.0641 | 65.0641 | 65.0641 |
Max Trade Drawdown | -180695 | -179092 | -100222 | -34649971 | -28824872 | -17636865 |
Profit Factor | 4.3099 | 6.777 | 1.2182 | 1.0151 | 1.2055 | 0.783 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 49 | 29 | 20 | 49 | 29 | 20 |
Profitability (%) | 42.3529 | 32.5581 | 52.381 | 42.3529 | 32.5581 | 52.381 |
Ratio Avg Win / Avg Loss | 5.8663 | 14.038 | 1.1074 | 1.3816 | 2.497 | 0.7119 |
Largest Winning Trade | 2226442 | 2226442 | 79350 | 17241192 | 17241192 | 6672497 |
Largest Losing Trade | -42872 | -38043 | -42872 | -13122928 | -9346039 | -13122928 |
Avg Bars in Trades | 289 | 268 | 311 | 289 | 268 | 311 |
Avg Bars in Winners | 444 | 494 | 412 | 444 | 494 | 412 |
Avg Bars in Losers | 176 | 159 | 200 | 176 | 159 | 200 |
Bars Traded | 24625 | 11547 | 13078 | 24625 | 11547 | 13078 |
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 | 651859 | 551854 | -253503 | -239377 | 73249 | -580426 |
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{ "first_band": { "type": "ssf", "factors": { "length": 134, "offset": 243, "poles": 2 } }, "second_band": { "type": "sma", "factors": { "length": 169, "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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