Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1510342.6344 | 1418771.297 | 91571.3374 | 325457.2232 | 11442.6073 | 314014.6159 |
Total P&L (%) | 1510.3426 | 1418.7713 | 91.5713 | 325.4572 | 11.4426 | 314.0146 |
Avg Daily Profit (%) | 0.6423 | 0.6033 | 0.0389 | 0.0616 | 0.0046 | 0.0604 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117166 | -137977 | -119197 | -788695 | -952966 | -411020 |
Profit Factor | 2.815 | 4.1571 | 1.2392 | 1.0894 | 1.0053 | 1.2125 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 40 | 15 | 25 | 40 | 15 | 25 |
Losing Trades | 68 | 39 | 29 | 68 | 39 | 29 |
Profitability (%) | 37.037 | 27.7778 | 46.2963 | 37.037 | 27.7778 | 46.2963 |
Ratio Avg Win / Avg Loss | 4.7855 | 10.8086 | 1.4375 | 1.852 | 2.6138 | 1.4064 |
Largest Winning Trade | 1346366 | 1346366 | 67320 | 932401 | 932401 | 417217 |
Largest Losing Trade | -43744 | -28069 | -43744 | -313015 | -195285 | -313015 |
Avg Bars in Trades | 85 | 74 | 96 | 85 | 74 | 96 |
Avg Bars in Winners | 158 | 157 | 159 | 158 | 157 | 159 |
Avg Bars in Losers | 42 | 42 | 42 | 42 | 42 | 42 |
Bars Traded | 9246 | 4025 | 5221 | 9246 | 4025 | 5221 |
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 | 447733 | -179243 | -322666 | -236516 | -719061 | -294171 |
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{ "first_band": { "type": "ssf", "factors": { "length": 181, "offset": 0, "poles": 3 } }, "second_band": { "type": "sma", "factors": { "length": 16, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 181, "offset": 0, "poles": 3 } }, "second_band": { "type": "sma", "factors": { "length": 16, "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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