Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 928368.4309 | 812311.3347 | 116057.0962 | 3064309.5972 | 2893403.9981 | 170905.5991 |
Total P&L (%) | 928.3684 | 812.3113 | 116.0571 | 3064.3096 | 2893.404 | 170.9056 |
Avg Daily Profit (%) | 0.4088 | 0.3577 | 0.0511 | 0.1522 | 0.1498 | 0.0439 |
Buy And Hold Return (%) | 97.1223 | 97.1223 | 97.1223 | 97.1223 | 97.1223 | 97.1223 |
Max Trade Drawdown | -120151 | -78484 | -164697 | -3091393 | -1877287 | -2476333 |
Profit Factor | 1.8246 | 2.4941 | 1.1994 | 1.1552 | 1.3028 | 1.0168 |
Total Trades | 239 | 120 | 119 | 239 | 120 | 119 |
Winning Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Losing Trades | 155 | 80 | 75 | 155 | 80 | 75 |
Profitability (%) | 35.1464 | 33.3333 | 36.9748 | 35.1464 | 33.3333 | 36.9748 |
Ratio Avg Win / Avg Loss | 3.3669 | 4.9883 | 2.0444 | 2.1316 | 2.6056 | 1.7331 |
Largest Winning Trade | 425340 | 425340 | 43597 | 1749522 | 1749522 | 751084 |
Largest Losing Trade | -33247 | -23481 | -33247 | -929144 | -365480 | -929144 |
Avg Bars in Trades | 37 | 36 | 39 | 37 | 36 | 39 |
Avg Bars in Winners | 69 | 66 | 73 | 69 | 66 | 73 |
Avg Bars in Losers | 20 | 20 | 19 | 20 | 20 | 19 |
Bars Traded | 9027 | 4324 | 4703 | 9027 | 4324 | 4703 |
Profit Streak | 0 | 0 | 21.0565 | 0 | 0 | 21.0565 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315313 | 267220 | -234647 | -45616 | 66106 | -348488 |
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{ "first_band": { "type": "ssf", "factors": { "length": 95, "offset": 0, "poles": 2 } }, "second_band": { "type": "sma", "factors": { "length": 12, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 95, "offset": 0, "poles": 2 } }, "second_band": { "type": "sma", "factors": { "length": 12, "offset": 0 } } }
# | 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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