Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1145907.2553 | 962142.7702 | 183764.4851 | 31789468.1418 | 29980141.8012 | 1809326.3407 |
Total P&L (%) | 1145.9073 | 962.1428 | 183.7645 | 31789.4681 | 29980.1418 | 1809.3263 |
Avg Daily Profit (%) | 0.6318 | 0.5304 | 0.1013 | 0.3183 | 0.3151 | 0.1627 |
Buy And Hold Return (%) | 517.5902 | 517.5902 | 517.5902 | 517.5902 | 517.5902 | 517.5902 |
Max Trade Drawdown | -77517 | -75005 | -65154 | -20622028 | -14271590 | -11421931 |
Profit Factor | 2.6627 | 3.8444 | 1.5237 | 1.312 | 1.5916 | 1.0353 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Losing Trades | 79 | 42 | 37 | 79 | 42 | 37 |
Profitability (%) | 47.3333 | 44 | 50.6667 | 47.3333 | 44 | 50.6667 |
Ratio Avg Win / Avg Loss | 2.9627 | 4.8929 | 1.4836 | 1.4598 | 2.0257 | 1.0081 |
Largest Winning Trade | 273518 | 273518 | 60346 | 16255344 | 16255344 | 7131094 |
Largest Losing Trade | -45916 | -18790 | -45916 | -5873218 | -5873218 | -5557872 |
Avg Bars in Trades | 143 | 139 | 148 | 143 | 139 | 148 |
Avg Bars in Winners | 211 | 210 | 212 | 211 | 210 | 212 |
Avg Bars in Losers | 83 | 83 | 83 | 83 | 83 | 83 |
Bars Traded | 21567 | 10431 | 11136 | 21567 | 10431 | 11136 |
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 | 399366 | -49311 | -278921 | 322389 | -47292 | -233493 |
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{ "first_band": { "type": "ssf", "factors": { "length": 229, "offset": 0, "poles": 3 } }, "second_band": { "type": "sma", "factors": { "length": 67, "offset": 0 } } }
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# | 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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