Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 803520.7972 | 932098.0571 | -128577.2599 | -25904.4354 | 187949.7098 | -213854.1452 |
Total P&L (%) | 803.5208 | 932.0981 | -128.5773 | -25.9044 | 187.9497 | -213.8541 |
Avg Daily Profit (%) | 0.442 | 0.5128 | -0.0707 | -0.0165 | 0.0582 | 0 |
Buy And Hold Return (%) | 609.6343 | 609.6343 | 609.6343 | 609.6343 | 609.6343 | 609.6343 |
Max Trade Drawdown | -225053 | -117214 | -174033 | -264853 | -110139 | -209355 |
Profit Factor | 2.0047 | 3.6485 | 0.7129 | 0.9667 | 1.5568 | 0.5145 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 36 | 22 | 14 | 36 | 22 | 14 |
Losing Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Profitability (%) | 42.8571 | 52.381 | 33.3333 | 42.8571 | 52.381 | 33.3333 |
Ratio Avg Win / Avg Loss | 2.673 | 3.3168 | 1.4257 | 1.2889 | 1.4153 | 1.0291 |
Largest Winning Trade | 496095 | 496095 | 79392 | 230575 | 230575 | 52365 |
Largest Losing Trade | -62424 | -57048 | -62424 | -82039 | -63352 | -82039 |
Avg Bars in Trades | 127 | 118 | 136 | 127 | 118 | 136 |
Avg Bars in Winners | 184 | 156 | 227 | 184 | 156 | 227 |
Avg Bars in Losers | 84 | 76 | 90 | 84 | 76 | 90 |
Bars Traded | 10688 | 4976 | 5712 | 10688 | 4976 | 5712 |
Profit Streak | 0 | 108.843 | 0 | 0 | 108.843 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -55470 | 316632 | -585549 | -581664 | -278024 | -585549 |
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{ "first_band": { "type": "sma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 175, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 175, "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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