Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83866.8305 | 36969.6657 | 46897.1648 | 38718.6919 | 10321.445 | 28397.2469 |
Total P&L (%) | 83.8668 | 36.9697 | 46.8972 | 38.7187 | 10.3214 | 28.3972 |
Avg Daily Profit (%) | 0.161 | 0.071 | 0.09 | 0.0629 | 0.0189 | 0.048 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89569 | -43659 | -82915 | -99765 | -56650 | -72680 |
Profit Factor | 1.2263 | 1.2041 | 1.2474 | 1.1108 | 1.0599 | 1.1602 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 91 | 43 | 48 | 91 | 43 | 48 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 63.1944 | 59.7222 | 66.6667 | 63.1944 | 59.7222 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.7142 | 0.8121 | 0.6237 | 0.647 | 0.7148 | 0.5801 |
Largest Winning Trade | 18246 | 15629 | 18246 | 16770 | 11177 | 16770 |
Largest Losing Trade | -34572 | -28459 | -34572 | -40763 | -40763 | -40475 |
Avg Bars in Trades | 171 | 182 | 159 | 171 | 182 | 159 |
Avg Bars in Winners | 115 | 123 | 109 | 115 | 123 | 109 |
Avg Bars in Losers | 266 | 271 | 261 | 266 | 271 | 261 |
Bars Traded | 24664 | 13161 | 11503 | 24664 | 13161 | 11503 |
Profit Streak | 23.1444 | 23.1444 | 48.5403 | 23.1444 | 23.1444 | 48.5403 |
Trades During Streak | 8 | 4 | 8 | 8 | 4 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303594 | -179805 | -152223 | -208451 | -556669 | -253950 |
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{ "first_band": { "type": "sma", "factors": { "length": 95, "offset": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 199, "offset": 84, "poles": 3 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 95, "offset": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 199, "offset": 84, "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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