Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 192471.7845 | 108915.9539 | 83555.8307 | 304313.4653 | 164711.8996 | 139601.5657 |
Total P&L (%) | 192.4718 | 108.916 | 83.5558 | 304.3135 | 164.7119 | 139.6016 |
Avg Daily Profit (%) | 0.3695 | 0.2091 | 0.1604 | 0.2686 | 0.1871 | 0.1679 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95238 | -60791 | -68177 | -79363 | -55150 | -56186 |
Profit Factor | 1.5094 | 1.6574 | 1.3938 | 1.7127 | 1.9394 | 1.5547 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 91 | 44 | 47 | 91 | 44 | 47 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 57.5949 | 55.6962 | 59.4937 | 57.5949 | 55.6962 | 59.4937 |
Ratio Avg Win / Avg Loss | 1.1113 | 1.3184 | 0.949 | 1.261 | 1.5427 | 1.0585 |
Largest Winning Trade | 29536 | 29536 | 21903 | 39310 | 39310 | 29292 |
Largest Losing Trade | -27925 | -27925 | -23019 | -32070 | -24432 | -32070 |
Avg Bars in Trades | 155 | 163 | 146 | 155 | 163 | 146 |
Avg Bars in Winners | 125 | 129 | 121 | 125 | 129 | 121 |
Avg Bars in Losers | 195 | 205 | 184 | 195 | 205 | 184 |
Bars Traded | 24498 | 12898 | 11599 | 24498 | 12898 | 11599 |
Profit Streak | 11.0719 | 11.4677 | 11.0719 | 11.0719 | 11.4677 | 11.0719 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 475325 | -15971 | -19105 | 472029 | -14504 | -16391 |
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{ "first_band": { "type": "ssf", "factors": { "length": 185, "offset": 0, "poles": 3 } }, "second_band": { "type": "sma", "factors": { "length": 182, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 185, "offset": 0, "poles": 3 } }, "second_band": { "type": "sma", "factors": { "length": 182, "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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