Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365445.2007 | 164538.7683 | 200906.4324 | -95925.5182 | -63808.6686 | -32116.8496 |
Total P&L (%) | 365.4452 | 164.5388 | 200.9064 | -95.9255 | -63.8087 | -32.1169 |
Avg Daily Profit (%) | 0.1914 | 0.0862 | 0.1052 | -0.1674 | -0.0532 | -0.0203 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164780 | -88705 | -136068 | -141018 | -8229 | -92885 |
Profit Factor | 1.5652 | 1.4875 | 1.6502 | 0.4648 | 0.2545 | 0.657 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 57 | 23 | 34 | 49 | 23 | 26 |
Losing Trades | 28 | 19 | 9 | 36 | 19 | 17 |
Profitability (%) | 67.0588 | 54.7619 | 79.0698 | 57.6471 | 54.7619 | 60.4651 |
Ratio Avg Win / Avg Loss | 0.7689 | 1.2288 | 0.4368 | 0.3415 | 0.2102 | 0.4296 |
Largest Winning Trade | 75962 | 75962 | 37195 | 37195 | 15552 | 37195 |
Largest Losing Trade | -112251 | -56663 | -112251 | -89744 | -73007 | -89744 |
Avg Bars in Trades | 87 | 98 | 77 | 87 | 98 | 77 |
Avg Bars in Winners | 66 | 71 | 63 | 77 | 88 | 68 |
Avg Bars in Losers | 131 | 132 | 130 | 101 | 112 | 89 |
Bars Traded | 7472 | 4156 | 3316 | 7472 | 4156 | 3316 |
Profit Streak | 100.8963 | 100.8963 | 301.1463 | 100.8963 | 100.8963 | 301.1463 |
Trades During Streak | 3 | 1 | 8 | 3 | 1 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419676 | -75479 | -46920 | -578203 | -579557 | -577917 |
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{ "first_band": { "type": "sma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 183, "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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