Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1629594.5529 | 1722115.1923 | -92520.6394 | -6148.0114 | 1271020.413 | -1277168.4243 |
Total P&L (%) | 1629.5946 | 1722.1152 | -92.5206 | -6.148 | 1271.0204 | -1277.1684 |
Avg Daily Profit (%) | 0.718 | 0.7588 | -0.0408 | -0.0028 | 0.1154 | 0 |
Buy And Hold Return (%) | 180.9237 | 180.9237 | 180.9237 | 180.9237 | 180.9237 | 180.9237 |
Max Trade Drawdown | -221759 | -144000 | -193040 | -2425504 | -691622 | -1864253 |
Profit Factor | 2.5792 | 4.5444 | 0.8306 | 0.9986 | 1.9786 | 0.5656 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 94 | 50 | 44 | 94 | 50 | 44 |
Profitability (%) | 40.1274 | 36.7089 | 43.5897 | 40.1274 | 36.7089 | 43.5897 |
Ratio Avg Win / Avg Loss | 3.8484 | 7.8351 | 1.0748 | 1.4899 | 3.4114 | 0.732 |
Largest Winning Trade | 1604338 | 1604338 | 54568 | 1300149 | 1300149 | 696640 |
Largest Losing Trade | -54564 | -37242 | -54564 | -1255322 | -213278 | -1255322 |
Avg Bars in Trades | 83 | 79 | 86 | 83 | 79 | 86 |
Avg Bars in Winners | 137 | 139 | 135 | 137 | 139 | 135 |
Avg Bars in Losers | 46 | 44 | 49 | 46 | 44 | 49 |
Bars Traded | 13041 | 6258 | 6783 | 13041 | 6258 | 6783 |
Profit Streak | 0 | 0 | 91.7793 | 0 | 0 | 91.7793 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 517204 | -11852 | -614702 | -582128 | -66852 | -616368 |
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{ "first_band": { "type": "sma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 39, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 39, "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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