Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2587627.5127 | 2485202.7079 | 102424.8048 | 5925223.7527 | 3623933.9152 | 2301289.8375 |
Total P&L (%) | 2587.6275 | 2485.2027 | 102.4248 | 5925.2238 | 3623.9339 | 2301.2898 |
Avg Daily Profit (%) | 1.1419 | 1.0967 | 0.0452 | 0.181 | 0.1598 | 0.1404 |
Buy And Hold Return (%) | 236.9159 | 236.9159 | 236.9159 | 236.9159 | 236.9159 | 236.9159 |
Max Trade Drawdown | -85625 | -63880 | -57298 | -9993051 | -6813635 | -5934558 |
Profit Factor | 5.3911 | 9.4001 | 1.3491 | 1.1403 | 1.1729 | 1.1082 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 50.6667 | 44.7368 | 56.7568 | 50.6667 | 44.7368 | 56.7568 |
Ratio Avg Win / Avg Loss | 5.2492 | 11.6119 | 1.0279 | 1.1103 | 1.4489 | 0.8443 |
Largest Winning Trade | 1621932 | 1621932 | 60045 | 9530644 | 9530644 | 4299666 |
Largest Losing Trade | -51532 | -41907 | -51532 | -5912814 | -4094499 | -5912814 |
Avg Bars in Trades | 115 | 105 | 126 | 115 | 105 | 126 |
Avg Bars in Winners | 165 | 163 | 167 | 165 | 163 | 167 |
Avg Bars in Losers | 64 | 58 | 72 | 64 | 58 | 72 |
Bars Traded | 8668 | 4004 | 4664 | 8668 | 4004 | 4664 |
Profit Streak | 0 | 0 | 163.16 | 0 | 0 | 163.16 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -39646 | 717050 | -296085 | -119540 | -24700 | -106602 |
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{ "first_band": { "type": "sma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 153, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 153, "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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