Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 792122.2848 | 749346.3886 | 42775.8962 | 1024173.4313 | 858830.6025 | 165342.8287 |
Total P&L (%) | 792.1223 | 749.3464 | 42.7759 | 1024.1734 | 858.8306 | 165.3428 |
Avg Daily Profit (%) | 0.4268 | 0.4037 | 0.023 | 0.1305 | 0.1219 | 0.0526 |
Buy And Hold Return (%) | 139.4229 | 139.4229 | 139.4229 | 139.4229 | 139.4229 | 139.4229 |
Max Trade Drawdown | -117933 | -63070 | -96592 | -1177928 | -979575 | -674197 |
Profit Factor | 2.5732 | 4.3164 | 1.1541 | 1.2126 | 1.3295 | 1.0748 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 42.6471 | 47.0588 | 38.2353 | 42.6471 | 47.0588 | 38.2353 |
Ratio Avg Win / Avg Loss | 3.4605 | 4.856 | 1.8643 | 1.6307 | 1.4957 | 1.7362 |
Largest Winning Trade | 467215 | 467215 | 76870 | 729954 | 729954 | 652011 |
Largest Losing Trade | -61871 | -32687 | -61871 | -488211 | -488211 | -468276 |
Avg Bars in Trades | 79 | 75 | 83 | 79 | 75 | 83 |
Avg Bars in Winners | 141 | 122 | 166 | 141 | 122 | 166 |
Avg Bars in Losers | 33 | 34 | 32 | 33 | 34 | 32 |
Bars Traded | 5403 | 2570 | 2833 | 5403 | 2570 | 2833 |
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 | -102633 | 533816 | -382342 | -134428 | -31351 | -372385 |
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{ "first_band": { "type": "sma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 24, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 24, "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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