Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 650253.8 | 381888.8321 | 268364.9678 | 2347160.9036 | 1164730.6381 | 1182430.2654 |
Total P&L (%) | 650.2538 | 381.8888 | 268.365 | 2347.1609 | 1164.7306 | 1182.4303 |
Avg Daily Profit (%) | 0.6334 | 0.372 | 0.2614 | 0.3119 | 0.2475 | 0.2488 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90027 | -70949 | -40727 | -280119 | -316474 | -220009 |
Profit Factor | 2.9969 | 2.99 | 3.0069 | 3.2805 | 2.8077 | 4.072 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 16 | 11 | 5 | 16 | 11 | 5 |
Profitability (%) | 73.3333 | 63.3333 | 83.3333 | 73.3333 | 63.3333 | 83.3333 |
Ratio Avg Win / Avg Loss | 1.0898 | 1.731 | 0.6014 | 1.1929 | 1.6255 | 0.8144 |
Largest Winning Trade | 115896 | 115896 | 37433 | 626635 | 626635 | 411803 |
Largest Losing Trade | -90027 | -36549 | -90027 | -220009 | -195569 | -220009 |
Avg Bars in Trades | 49 | 52 | 46 | 49 | 52 | 46 |
Avg Bars in Winners | 37 | 33 | 39 | 37 | 33 | 39 |
Avg Bars in Losers | 83 | 85 | 79 | 83 | 85 | 79 |
Bars Traded | 2973 | 1588 | 1385 | 2973 | 1588 | 1385 |
Profit Streak | 106.8224 | 106.8224 | 290.1557 | 106.8224 | 106.8224 | 290.1557 |
Trades During Streak | 7 | 3 | 8 | 7 | 3 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152614 | 642125 | 602365 | -154814 | 606146 | 662856 |
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{ "first_band": { "type": "sma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 116, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 116, "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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