Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1082367.5433 | 989211.1513 | 93156.392 | 5303766.1024 | 5302708.0849 | 1058.0175 |
Total P&L (%) | 1082.3675 | 989.2112 | 93.1564 | 5303.7661 | 5302.7081 | 1.058 |
Avg Daily Profit (%) | 0.4947 | 0.4522 | 0.0426 | 0.1825 | 0.1825 | 0.0005 |
Buy And Hold Return (%) | 661.1525 | 661.1525 | 661.1525 | 661.1525 | 661.1525 | 661.1525 |
Max Trade Drawdown | -139737 | -146262 | -131290 | -2849824 | -1828359 | -1751239 |
Profit Factor | 2.4132 | 3.1899 | 1.2965 | 1.7458 | 2.3107 | 1.0003 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Profitability (%) | 42.446 | 41.4286 | 43.4783 | 42.446 | 41.4286 | 43.4783 |
Ratio Avg Win / Avg Loss | 3.2721 | 4.5099 | 1.6854 | 2.3672 | 3.2668 | 1.3004 |
Largest Winning Trade | 437394 | 437394 | 52398 | 4261533 | 4261533 | 797781 |
Largest Losing Trade | -40926 | -40926 | -26582 | -1063779 | -708469 | -1063779 |
Avg Bars in Trades | 61 | 67 | 56 | 61 | 67 | 56 |
Avg Bars in Winners | 85 | 93 | 78 | 85 | 93 | 78 |
Avg Bars in Losers | 44 | 49 | 38 | 44 | 49 | 38 |
Bars Traded | 8609 | 4742 | 3867 | 8609 | 4742 | 3867 |
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 | 117956 | -92908 | -405130 | 310628 | -85503 | -682584 |
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{ "first_band": { "type": "ssf", "factors": { "length": 245, "offset": 0, "poles": 2 } }, "second_band": { "type": "sma", "factors": { "length": 111, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 245, "offset": 0, "poles": 2 } }, "second_band": { "type": "sma", "factors": { "length": 111, "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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