Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380091.2145 | 447648.7891 | -67557.5746 | -16169.7717 | 421945.5773 | -438115.349 |
Total P&L (%) | 380.0912 | 447.6488 | -67.5576 | -16.1698 | 421.9456 | -438.1153 |
Avg Daily Profit (%) | 0.2349 | 0.2767 | -0.0418 | -0.0109 | 0.1022 | 0 |
Buy And Hold Return (%) | 26.7373 | 26.7373 | 26.7373 | 26.7373 | 26.7373 | 26.7373 |
Max Trade Drawdown | -286771 | -184881 | -111370 | -1733686 | -1217595 | -780993 |
Profit Factor | 1.5384 | 2.428 | 0.8279 | 0.9957 | 1.2312 | 0.778 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 39.1304 | 41.3043 | 36.9565 | 39.1304 | 41.3043 | 36.9565 |
Ratio Avg Win / Avg Loss | 2.393 | 3.4504 | 1.4123 | 1.5489 | 1.7496 | 1.3272 |
Largest Winning Trade | 161953 | 161953 | 70058 | 726919 | 618153 | 726919 |
Largest Losing Trade | -68629 | -47060 | -68629 | -830388 | -830388 | -435284 |
Avg Bars in Trades | 207 | 201 | 213 | 207 | 201 | 213 |
Avg Bars in Winners | 386 | 360 | 414 | 386 | 360 | 414 |
Avg Bars in Losers | 91 | 89 | 94 | 91 | 89 | 94 |
Bars Traded | 19050 | 9250 | 9800 | 19050 | 9250 | 9800 |
Profit Streak | 0 | 0 | 665.1709 | 0 | 0 | 665.1709 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 237222 | 345403 | -583152 | -581981 | -59102 | -583152 |
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{ "first_band": { "type": "rma", "factors": { "length": 65, "offset": 33 } }, "second_band": { "type": "ssf", "factors": { "length": 237, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 65, "offset": 33 } }, "second_band": { "type": "ssf", "factors": { "length": 237, "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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