Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1387029.7827 | 1343986.2554 | 43043.5273 | 2424668.1612 | 3478441.9671 | -1053773.8059 |
Total P&L (%) | 1387.0298 | 1343.9863 | 43.0435 | 2424.6682 | 3478.442 | -1053.7738 |
Avg Daily Profit (%) | 0.764 | 0.7403 | 0.0237 | 0.178 | 0.1972 | 0 |
Buy And Hold Return (%) | 520.6437 | 520.6437 | 520.6437 | 520.6437 | 520.6437 | 520.6437 |
Max Trade Drawdown | -92654 | -73987 | -49705 | -5073846 | -2972753 | -2868493 |
Profit Factor | 3.2926 | 5.4343 | 1.1426 | 1.1436 | 1.4492 | 0.8847 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 33.7209 | 27.907 | 39.5349 | 33.7209 | 27.907 | 39.5349 |
Ratio Avg Win / Avg Loss | 6.4716 | 14.0385 | 1.7475 | 2.2478 | 3.7437 | 1.3531 |
Largest Winning Trade | 758859 | 758859 | 74511 | 3822476 | 3822476 | 1677074 |
Largest Losing Trade | -23835 | -23835 | -22519 | -1008635 | -810881 | -1008635 |
Avg Bars in Trades | 82 | 80 | 85 | 82 | 80 | 85 |
Avg Bars in Winners | 157 | 159 | 156 | 157 | 159 | 156 |
Avg Bars in Losers | 44 | 49 | 39 | 44 | 49 | 39 |
Bars Traded | 7130 | 3453 | 3677 | 7130 | 3453 | 3677 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347116 | 12026 | -393584 | -61341 | -7043 | -583130 |
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{ "first_band": { "type": "ssf", "factors": { "length": 215, "offset": 0, "poles": 2 } }, "second_band": { "type": "sma", "factors": { "length": 23, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 215, "offset": 0, "poles": 2 } }, "second_band": { "type": "sma", "factors": { "length": 23, "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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