Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 952074.7 | 1096408.7701 | -144334.0701 | -89171.7761 | 26282.0612 | -115453.8373 |
Total P&L (%) | 952.0747 | 1096.4088 | -144.3341 | -89.1718 | 26.2821 | -115.4538 |
Avg Daily Profit (%) | 0.5281 | 0.6081 | -0.0801 | -0.1232 | 0.0129 | 0 |
Buy And Hold Return (%) | 196.3422 | 196.3422 | 196.3422 | 196.3422 | 196.3422 | 196.3422 |
Max Trade Drawdown | -205205 | -150101 | -281189 | -85301 | -46979 | -117466 |
Profit Factor | 2.0166 | 3.6555 | 0.7244 | 0.6906 | 1.2637 | 0.3875 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 40 | 14 | 26 | 40 | 14 | 26 |
Losing Trades | 68 | 40 | 28 | 68 | 40 | 28 |
Profitability (%) | 37.037 | 25.9259 | 48.1481 | 37.037 | 25.9259 | 48.1481 |
Ratio Avg Win / Avg Loss | 3.4282 | 10.4442 | 0.7801 | 1.1739 | 3.6105 | 0.4173 |
Largest Winning Trade | 1048706 | 1048706 | 61267 | 39106 | 39106 | 12889 |
Largest Losing Trade | -74533 | -29939 | -74533 | -56097 | -17210 | -56097 |
Avg Bars in Trades | 98 | 88 | 109 | 98 | 88 | 109 |
Avg Bars in Winners | 165 | 165 | 165 | 165 | 165 | 165 |
Avg Bars in Losers | 59 | 61 | 57 | 59 | 61 | 57 |
Bars Traded | 10672 | 4767 | 5905 | 10672 | 4767 | 5905 |
Profit Streak | 0 | 0 | 40.5555 | 0 | 0 | 40.5555 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304285 | -188676 | -761004 | -583865 | -546420 | -761004 |
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{ "first_band": { "type": "sma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 88, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 88, "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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