Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1261020.3213 | 1037617.7209 | 223402.6003 | 12698598.8629 | -219678.7486 | 12918277.6116 |
Total P&L (%) | 1261.0203 | 1037.6177 | 223.4026 | 12698.5989 | -219.6787 | 12918.2776 |
Avg Daily Profit (%) | 0.6535 | 0.5377 | 0.1158 | 0.2517 | 0 | 0.2526 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118453 | -91511 | -50267 | -13023365 | -7055605 | -10221636 |
Profit Factor | 3.1595 | 4.1528 | 1.8767 | 1.269 | 0.9906 | 1.5447 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 55 | 21 | 34 | 55 | 21 | 34 |
Losing Trades | 58 | 36 | 22 | 58 | 36 | 22 |
Profitability (%) | 48.6726 | 36.8421 | 60.7143 | 48.6726 | 36.8421 | 60.7143 |
Ratio Avg Win / Avg Loss | 3.3318 | 7.119 | 1.2143 | 1.3382 | 1.6983 | 0.9995 |
Largest Winning Trade | 655280 | 655280 | 46130 | 7230069 | 6382312 | 7230069 |
Largest Losing Trade | -33763 | -33763 | -27887 | -4870477 | -2953072 | -4870477 |
Avg Bars in Trades | 201 | 176 | 227 | 201 | 176 | 227 |
Avg Bars in Winners | 272 | 258 | 281 | 272 | 258 | 281 |
Avg Bars in Losers | 134 | 129 | 143 | 134 | 129 | 143 |
Bars Traded | 22809 | 10084 | 12725 | 22809 | 10084 | 12725 |
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 | 638471 | -167352 | -214664 | 293708 | -763450 | -170266 |
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{ "first_band": { "type": "sma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 168, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 168, "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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