Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 837321.8426 | 793433.2211 | 43888.6215 | 676303.7809 | 782673.303 | -106369.5222 |
Total P&L (%) | 837.3218 | 793.4332 | 43.8886 | 676.3038 | 782.6733 | -106.3695 |
Avg Daily Profit (%) | 0.3346 | 0.3171 | 0.0175 | 0.0819 | 0.0871 | 0 |
Buy And Hold Return (%) | 318.0469 | 318.0469 | 318.0469 | 318.0469 | 318.0469 | 318.0469 |
Max Trade Drawdown | -100601 | -45454 | -67343 | -1159882 | -496773 | -808998 |
Profit Factor | 3.1234 | 5.0614 | 1.2206 | 1.2197 | 1.5361 | 0.9343 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 49.2537 | 44.1176 | 54.5455 | 49.2537 | 44.1176 | 54.5455 |
Ratio Avg Win / Avg Loss | 3.2181 | 6.4111 | 1.0172 | 1.2567 | 1.9458 | 0.7785 |
Largest Winning Trade | 679804 | 679804 | 35398 | 852134 | 852134 | 392102 |
Largest Losing Trade | -67343 | -24093 | -67343 | -808998 | -325260 | -808998 |
Avg Bars in Trades | 146 | 129 | 164 | 146 | 129 | 164 |
Avg Bars in Winners | 219 | 196 | 238 | 219 | 196 | 238 |
Avg Bars in Losers | 76 | 76 | 76 | 76 | 76 | 76 |
Bars Traded | 9845 | 4408 | 5437 | 9845 | 4408 | 5437 |
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 | -109571 | 395370 | -335037 | -210896 | -79790 | -580213 |
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{ "first_band": { "type": "rma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 73, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 73, "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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