Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1264824.7578 | 1119472.8806 | 145351.8772 | 9344221.1888 | 8105774.6692 | 1238446.5196 |
Total P&L (%) | 1264.8248 | 1119.4729 | 145.3519 | 9344.2212 | 8105.7747 | 1238.4465 |
Avg Daily Profit (%) | 0.6071 | 0.5373 | 0.0698 | 0.2185 | 0.2118 | 0.1246 |
Buy And Hold Return (%) | 97.1098 | 97.1098 | 97.1098 | 97.1098 | 97.1098 | 97.1098 |
Max Trade Drawdown | -88656 | -93283 | -89045 | -12022131 | -8286295 | -12679078 |
Profit Factor | 2.5413 | 3.6918 | 1.3591 | 1.1196 | 1.1965 | 1.0336 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Losing Trades | 75 | 41 | 34 | 75 | 41 | 34 |
Profitability (%) | 48.6301 | 43.8356 | 53.4247 | 48.6301 | 43.8356 | 53.4247 |
Ratio Avg Win / Avg Loss | 2.6845 | 4.7301 | 1.1849 | 1.1827 | 1.533 | 0.9011 |
Largest Winning Trade | 428903 | 428903 | 84142 | 8590333 | 8590333 | 4681992 |
Largest Losing Trade | -36169 | -36169 | -32401 | -4643972 | -3254301 | -4643972 |
Avg Bars in Trades | 169 | 152 | 187 | 169 | 152 | 187 |
Avg Bars in Winners | 235 | 213 | 253 | 235 | 213 | 253 |
Avg Bars in Losers | 108 | 104 | 112 | 108 | 104 | 112 |
Bars Traded | 24812 | 11126 | 13685 | 24812 | 11126 | 13685 |
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 | 583768 | -56598 | -181796 | -80931 | -69532 | -282753 |
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{ "first_band": { "type": "rma", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 168, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 168, "offset": 0, "poles": 2 } } }
# | 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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