Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -840293.7402 | 96826.1113 | -937119.8515 | -1280057.1896 | -7555174.0544 | 6275116.8648 |
Total P&L (%) | -840.2937 | 96.8261 | -937.1199 | -1280.0572 | -7555.1741 | 6275.1169 |
Avg Daily Profit (%) | -0.4613 | 0.0532 | -0.5144 | 0 | 0 | 0.2283 |
Buy And Hold Return (%) | 641.4735 | 641.4735 | 641.4735 | 641.4735 | 641.4735 | 641.4735 |
Max Trade Drawdown | -966605 | -134418 | -999437 | -13172133 | -9550826 | -4592753 |
Profit Factor | 0.4581 | 1.3556 | 0.267 | 0.95 | 0.4216 | 1.5001 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 41 | 21 | 20 | 36 | 19 | 17 |
Losing Trades | 29 | 14 | 15 | 34 | 16 | 18 |
Profitability (%) | 58.5714 | 60 | 57.1429 | 51.4286 | 54.2857 | 48.5714 |
Ratio Avg Win / Avg Loss | 0.324 | 0.9037 | 0.2002 | 0.8972 | 0.355 | 1.5883 |
Largest Winning Trade | 87548 | 87548 | 55404 | 12993576 | 1738930 | 12993576 |
Largest Losing Trade | -444145 | -78244 | -444145 | -8579990 | -8579990 | -4314158 |
Avg Bars in Trades | 101 | 108 | 94 | 101 | 108 | 94 |
Avg Bars in Winners | 61 | 67 | 55 | 98 | 110 | 84 |
Avg Bars in Losers | 158 | 170 | 147 | 105 | 106 | 104 |
Bars Traded | 7115 | 3800 | 3315 | 7115 | 3800 | 3315 |
Profit Streak | 0 | 0 | 42.5481 | 12.0481 | 31.7981 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -678166 | -287673 | -579310 | -678469 | -579691 | 364761 |
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{ "first_band": { "type": "ssf", "factors": { "length": 106, "offset": 0, "poles": 2 } }, "second_band": { "type": "sma", "factors": { "length": 99, "offset": 0 } } }
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# | 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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