Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2997296.1247 | 2852185.4697 | 145110.6549 | 9677569.0014 | 10218448.8406 | -540879.8392 |
Total P&L (%) | 2997.2961 | 2852.1855 | 145.1107 | 9677.569 | 10218.4488 | -540.8798 |
Avg Daily Profit (%) | 1.2907 | 1.2282 | 0.0625 | 0.1975 | 0.1999 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89170 | -109443 | -76523 | -13025715 | -9641630 | -10836678 |
Profit Factor | 5.4052 | 8.5768 | 1.4774 | 1.1497 | 1.2889 | 0.9815 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 31 | 11 | 20 | 31 | 11 | 20 |
Losing Trades | 68 | 39 | 29 | 68 | 39 | 29 |
Profitability (%) | 31.3131 | 22 | 40.8163 | 31.3131 | 22 | 40.8163 |
Ratio Avg Win / Avg Loss | 11.8565 | 30.4088 | 2.1422 | 2.5218 | 4.5699 | 1.4232 |
Largest Winning Trade | 2400517 | 2400517 | 81261 | 10426891 | 10426891 | 8004516 |
Largest Losing Trade | -31961 | -31961 | -31491 | -4730144 | -3966665 | -4730144 |
Avg Bars in Trades | 87 | 76 | 98 | 87 | 76 | 98 |
Avg Bars in Winners | 215 | 236 | 203 | 215 | 236 | 203 |
Avg Bars in Losers | 29 | 31 | 26 | 29 | 31 | 26 |
Bars Traded | 8659 | 3831 | 4828 | 8659 | 3831 | 4828 |
Profit Streak | 0 | 0 | 20.2196 | 0 | 0 | 20.2196 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 528499 | -201304 | -110131 | -53783 | -214206 | -582031 |
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{ "first_band": { "type": "sma", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 23, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 23, "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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