Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401913.0102 | 367187.5197 | 34725.4905 | -29490.8251 | 200469.6809 | -229960.5059 |
Total P&L (%) | 401.913 | 367.1875 | 34.7255 | -29.4908 | 200.4697 | -229.9605 |
Avg Daily Profit (%) | 0.2512 | 0.2295 | 0.0217 | -0.0218 | 0.0688 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192385 | -123030 | -136717 | -468294 | -323514 | -345131 |
Profit Factor | 1.3977 | 1.6757 | 1.0743 | 0.9823 | 1.2376 | 0.7214 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Profitability (%) | 52.5547 | 47.8261 | 57.3529 | 52.5547 | 47.8261 | 57.3529 |
Ratio Avg Win / Avg Loss | 1.2618 | 1.8281 | 0.7989 | 0.8868 | 1.3501 | 0.5364 |
Largest Winning Trade | 139913 | 139913 | 72447 | 133485 | 133485 | 50844 |
Largest Losing Trade | -62872 | -37131 | -62872 | -191709 | -139507 | -191709 |
Avg Bars in Trades | 69 | 63 | 74 | 69 | 63 | 74 |
Avg Bars in Winners | 70 | 65 | 73 | 70 | 65 | 73 |
Avg Bars in Losers | 67 | 61 | 76 | 67 | 61 | 76 |
Bars Traded | 9472 | 4374 | 5098 | 9472 | 4374 | 5098 |
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 | 339595 | -91756 | -415229 | -580084 | -204204 | -689005 |
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{ "first_band": { "type": "sma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 118, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 118, "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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