Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1114140.1198 | 925668.4555 | 188471.6643 | 27438078.8254 | 27859531.841 | -421453.0156 |
Total P&L (%) | 1114.1401 | 925.6685 | 188.4717 | 27438.0788 | 27859.5318 | -421.453 |
Avg Daily Profit (%) | 0.5348 | 0.4443 | 0.0905 | 0.27 | 0.2708 | 0 |
Buy And Hold Return (%) | 246.0368 | 246.0368 | 246.0368 | 246.0368 | 246.0368 | 246.0368 |
Max Trade Drawdown | -77184 | -54489 | -60163 | -35432549 | -21195272 | -32512606 |
Profit Factor | 3.6944 | 5.4701 | 1.9131 | 1.2292 | 1.4576 | 0.9928 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 70 | 39 | 31 | 70 | 39 | 31 |
Profitability (%) | 37.5 | 30.3571 | 44.6429 | 37.5 | 30.3571 | 44.6429 |
Ratio Avg Win / Avg Loss | 6.1574 | 12.5491 | 2.3722 | 2.0487 | 3.3439 | 1.2311 |
Largest Winning Trade | 320662 | 320662 | 58003 | 31638317 | 31638317 | 13295425 |
Largest Losing Trade | -18756 | -18756 | -16500 | -9998002 | -6546883 | -9998002 |
Avg Bars in Trades | 218 | 188 | 248 | 218 | 188 | 248 |
Avg Bars in Winners | 478 | 457 | 492 | 478 | 457 | 492 |
Avg Bars in Losers | 62 | 71 | 50 | 62 | 71 | 50 |
Bars Traded | 24476 | 10576 | 13900 | 24476 | 10576 | 13900 |
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 | 411142 | -172139 | -416467 | 174066 | -177171 | -761250 |
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{ "first_band": { "type": "rma", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 46, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 46, "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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