Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 517408.1741 | 544735.1929 | -27327.0188 | 74102.9064 | 96232.9394 | -22130.033 |
Total P&L (%) | 517.4082 | 544.7352 | -27.327 | 74.1029 | 96.2329 | -22.13 |
Avg Daily Profit (%) | 0.2783 | 0.293 | -0.0147 | 0.0298 | 0.0363 | -0.0135 |
Buy And Hold Return (%) | 146.2549 | 146.2549 | 146.2549 | 146.2549 | 146.2549 | 146.2549 |
Max Trade Drawdown | -123066 | -49774 | -108033 | -209757 | -136958 | -138291 |
Profit Factor | 1.7935 | 3.3318 | 0.9347 | 1.0806 | 1.2322 | 0.9562 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 43.0769 | 39.3939 | 46.875 | 43.0769 | 39.3939 | 46.875 |
Ratio Avg Win / Avg Loss | 2.3699 | 5.1259 | 1.0593 | 1.428 | 1.8958 | 1.0836 |
Largest Winning Trade | 303762 | 303762 | 74553 | 115440 | 115440 | 83555 |
Largest Losing Trade | -61380 | -33346 | -61380 | -107318 | -107318 | -94185 |
Avg Bars in Trades | 83 | 79 | 87 | 83 | 79 | 87 |
Avg Bars in Winners | 139 | 131 | 145 | 139 | 131 | 145 |
Avg Bars in Losers | 41 | 46 | 35 | 41 | 46 | 35 |
Bars Traded | 5425 | 2638 | 2787 | 5425 | 2638 | 2787 |
Profit Streak | 0 | 0 | 168.6221 | 0 | 0 | 168.6221 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -129494 | 309107 | -579004 | -589623 | -313601 | -579004 |
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{ "first_band": { "type": "sma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 46, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 46, "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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