Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1045181.8408 | 17158.8173 | -1062340.6581 | -838745.2588 | -4524645.3222 | 3685900.0634 |
Total P&L (%) | -1045.1818 | 17.1588 | -1062.3407 | -838.7453 | -4524.6453 | 3685.9001 |
Avg Daily Profit (%) | -0.5723 | 0.0094 | -0.5817 | 0 | 0 | 0.1992 |
Buy And Hold Return (%) | 776.3706 | 776.3706 | 776.3706 | 776.3706 | 776.3706 | 776.3706 |
Max Trade Drawdown | -1129198 | -150779 | -1093426 | -15407383 | -11008130 | -4498867 |
Profit Factor | 0.3567 | 1.0618 | 0.2115 | 0.9655 | 0.6607 | 1.3359 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 37 | 20 | 17 | 34 | 17 | 17 |
Losing Trades | 28 | 13 | 15 | 31 | 16 | 15 |
Profitability (%) | 56.9231 | 60.6061 | 53.125 | 52.3077 | 51.5152 | 53.125 |
Ratio Avg Win / Avg Loss | 0.27 | 0.6902 | 0.1866 | 0.8803 | 0.6218 | 1.1787 |
Largest Winning Trade | 48130 | 48130 | 43498 | 7254739 | 2105618 | 7254739 |
Largest Losing Trade | -569273 | -77670 | -569273 | -10283717 | -10283717 | -3579184 |
Avg Bars in Trades | 81 | 87 | 75 | 81 | 87 | 75 |
Avg Bars in Winners | 43 | 51 | 34 | 79 | 85 | 73 |
Avg Bars in Losers | 131 | 142 | 121 | 83 | 89 | 77 |
Bars Traded | 5278 | 2876 | 2402 | 5278 | 2876 | 2402 |
Profit Streak | 0 | 0 | 0 | 42.6707 | 42.6707 | 172.004 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -715880 | -498905 | -580405 | -715491 | -580054 | 306130 |
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{ "first_band": { "type": "ssf", "factors": { "length": 39, "offset": 0, "poles": 3 } }, "second_band": { "type": "sma", "factors": { "length": 114, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 39, "offset": 0, "poles": 3 } }, "second_band": { "type": "sma", "factors": { "length": 114, "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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