Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -733825.6617 | 121576.0603 | -855401.722 | -1887874.3834 | -6652167.798 | 4764293.4145 |
Total P&L (%) | -733.8257 | 121.5761 | -855.4017 | -1887.8744 | -6652.1678 | 4764.2934 |
Avg Daily Profit (%) | -0.4034 | 0.0668 | -0.4703 | 0 | 0 | 0.2138 |
Buy And Hold Return (%) | 599.8882 | 599.8882 | 599.8882 | 599.8882 | 599.8882 | 599.8882 |
Max Trade Drawdown | -863514 | -144746 | -898784 | -18866862 | -13376351 | -6499805 |
Profit Factor | 0.4983 | 1.421 | 0.2713 | 0.9364 | 0.6166 | 1.3866 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 43 | 22 | 21 | 30 | 13 | 17 |
Losing Trades | 23 | 11 | 12 | 36 | 20 | 16 |
Profitability (%) | 65.1515 | 66.6667 | 63.6364 | 45.4545 | 39.3939 | 51.5152 |
Ratio Avg Win / Avg Loss | 0.2665 | 0.7105 | 0.155 | 1.1237 | 0.9486 | 1.305 |
Largest Winning Trade | 56505 | 56505 | 37507 | 6828767 | 2799293 | 6828767 |
Largest Losing Trade | -420292 | -76627 | -420292 | -12283116 | -12283116 | -4800309 |
Avg Bars in Trades | 106 | 109 | 104 | 106 | 109 | 104 |
Avg Bars in Winners | 55 | 56 | 55 | 106 | 105 | 107 |
Avg Bars in Losers | 202 | 216 | 189 | 107 | 112 | 100 |
Bars Traded | 7053 | 3620 | 3433 | 7053 | 3620 | 3433 |
Profit Streak | 38.7961 | 172.7961 | 38.7961 | 0 | 0 | 0 |
Trades During Streak | 5 | 5 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -705776 | -266764 | -578046 | -709656 | -584927 | 321842 |
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{ "first_band": { "type": "sma", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 246, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 246, "offset": 0, "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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