Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1774799.3626 | 1587440.0835 | 187359.2792 | 46722212.1344 | 34265895.785 | 12456316.3494 |
Total P&L (%) | 1774.7994 | 1587.4401 | 187.3593 | 46722.2121 | 34265.8958 | 12456.3163 |
Avg Daily Profit (%) | 0.7098 | 0.6348 | 0.0749 | 0.2462 | 0.2338 | 0.1935 |
Buy And Hold Return (%) | 423.1512 | 423.1512 | 423.1512 | 423.1512 | 423.1512 | 423.1512 |
Max Trade Drawdown | -82544 | -61618 | -69155 | -48656466 | -42836568 | -33680900 |
Profit Factor | 4.6607 | 7.647 | 1.7616 | 1.2559 | 1.3175 | 1.1668 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 63 | 36 | 27 | 63 | 36 | 27 |
Profitability (%) | 39.4231 | 30.7692 | 48.0769 | 39.4231 | 30.7692 | 48.0769 |
Ratio Avg Win / Avg Loss | 7.1616 | 17.2057 | 1.9026 | 1.9298 | 2.9644 | 1.2602 |
Largest Winning Trade | 997471 | 997471 | 62599 | 47677246 | 47677246 | 19503371 |
Largest Losing Trade | -31479 | -19154 | -31479 | -13525045 | -13525045 | -12065770 |
Avg Bars in Trades | 141 | 127 | 154 | 141 | 127 | 154 |
Avg Bars in Winners | 283 | 304 | 269 | 283 | 304 | 269 |
Avg Bars in Losers | 48 | 49 | 47 | 48 | 49 | 47 |
Bars Traded | 14666 | 6641 | 8024 | 14666 | 6641 | 8024 |
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 | 505976 | -169972 | -436141 | 198774 | -178183 | -209852 |
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{ "first_band": { "type": "sma", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 28, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 28, "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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