Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1234693.0631 | 1272307.9607 | -37614.8976 | 506015.7973 | 1358906.8237 | -852891.0264 |
Total P&L (%) | 1234.6931 | 1272.308 | -37.6149 | 506.0158 | 1358.9068 | -852.891 |
Avg Daily Profit (%) | 0.6777 | 0.6983 | -0.0206 | 0.0989 | 0.1472 | 0 |
Buy And Hold Return (%) | 680.9639 | 680.9639 | 680.9639 | 680.9639 | 680.9639 | 680.9639 |
Max Trade Drawdown | -138299 | -91859 | -105769 | -1280570 | -872687 | -962589 |
Profit Factor | 3.0892 | 5.5133 | 0.8783 | 1.1193 | 1.6617 | 0.6104 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 39.6825 | 45.1613 | 34.375 | 39.6825 | 45.1613 | 34.375 |
Ratio Avg Win / Avg Loss | 4.6956 | 6.6947 | 1.6768 | 1.7013 | 2.0177 | 1.1652 |
Largest Winning Trade | 796481 | 796481 | 79538 | 895795 | 895795 | 274038 |
Largest Losing Trade | -43466 | -36189 | -43466 | -397453 | -340484 | -397453 |
Avg Bars in Trades | 111 | 109 | 114 | 111 | 109 | 114 |
Avg Bars in Winners | 189 | 175 | 207 | 189 | 175 | 207 |
Avg Bars in Losers | 60 | 55 | 65 | 60 | 55 | 65 |
Bars Traded | 7055 | 3406 | 3649 | 7055 | 3406 | 3649 |
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 | -145401 | 388085 | -584108 | -469762 | -1797 | -585220 |
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{ "first_band": { "type": "ssf", "factors": { "length": 248, "offset": 0, "poles": 3 } }, "second_band": { "type": "sma", "factors": { "length": 39, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 248, "offset": 0, "poles": 3 } }, "second_band": { "type": "sma", "factors": { "length": 39, "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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