Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -710773.0367 | 146051.4273 | -856824.464 | -797340.3929 | -6886194.1528 | 6088853.7599 |
Total P&L (%) | -710.773 | 146.0514 | -856.8245 | -797.3404 | -6886.1942 | 6088.8538 |
Avg Daily Profit (%) | -0.3906 | 0.0803 | -0.4708 | 0 | 0 | 0.2269 |
Buy And Hold Return (%) | 647.9776 | 647.9776 | 647.9776 | 647.9776 | 647.9776 | 647.9776 |
Max Trade Drawdown | -832291 | -139501 | -879042 | -14715277 | -10939165 | -3981431 |
Profit Factor | 0.5357 | 1.4539 | 0.2913 | 0.97 | 0.5322 | 1.5133 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 49 | 26 | 23 | 44 | 22 | 22 |
Losing Trades | 33 | 15 | 18 | 38 | 19 | 19 |
Profitability (%) | 59.7561 | 63.4146 | 56.0976 | 53.6585 | 53.6585 | 53.6585 |
Ratio Avg Win / Avg Loss | 0.3608 | 0.8388 | 0.228 | 0.8377 | 0.4597 | 1.3069 |
Largest Winning Trade | 77147 | 77147 | 53810 | 10976402 | 1905968 | 10976402 |
Largest Losing Trade | -373499 | -80305 | -373499 | -9954471 | -9954471 | -3731261 |
Avg Bars in Trades | 130 | 139 | 122 | 130 | 139 | 122 |
Avg Bars in Winners | 94 | 98 | 89 | 134 | 158 | 111 |
Avg Bars in Losers | 185 | 209 | 165 | 126 | 117 | 136 |
Bars Traded | 10736 | 5705 | 5030 | 10736 | 5705 | 5030 |
Profit Streak | 0 | 0 | 0 | 8.2615 | 8.2615 | 11.2615 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -588013 | -250443 | -579951 | -587954 | -579595 | 388853 |
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{ "first_band": { "type": "ssf", "factors": { "length": 119, "offset": 0, "poles": 3 } }, "second_band": { "type": "sma", "factors": { "length": 148, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 119, "offset": 0, "poles": 3 } }, "second_band": { "type": "sma", "factors": { "length": 148, "offset": 0 } } }
# | 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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