Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1012140.1914 | 40935.0386 | -1053075.23 | -879636.7137 | -5763421.4542 | 4883784.7404 |
Total P&L (%) | -1012.1402 | 40.935 | -1053.0752 | -879.6367 | -5763.4215 | 4883.7847 |
Avg Daily Profit (%) | -0.5574 | 0.0225 | -0.58 | 0 | 0 | 0.2155 |
Buy And Hold Return (%) | 617.2359 | 617.2359 | 617.2359 | 617.2359 | 617.2359 | 617.2359 |
Max Trade Drawdown | -1085383 | -144678 | -1087226 | -9361607 | -6801079 | -3070064 |
Profit Factor | 0.4026 | 1.1291 | 0.2354 | 0.9549 | 0.4597 | 1.5533 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 43 | 23 | 20 | 38 | 19 | 19 |
Losing Trades | 29 | 13 | 16 | 34 | 17 | 17 |
Profitability (%) | 59.7222 | 63.8889 | 55.5556 | 52.7778 | 52.7778 | 52.7778 |
Ratio Avg Win / Avg Loss | 0.2715 | 0.6382 | 0.1883 | 0.8544 | 0.4113 | 1.3898 |
Largest Winning Trade | 61051 | 61051 | 47383 | 9534845 | 945480 | 9534845 |
Largest Losing Trade | -513800 | -78938 | -513800 | -6015795 | -6015795 | -2024338 |
Avg Bars in Trades | 74 | 79 | 69 | 74 | 79 | 69 |
Avg Bars in Winners | 46 | 47 | 44 | 72 | 83 | 61 |
Avg Bars in Losers | 115 | 135 | 100 | 76 | 74 | 77 |
Bars Traded | 5348 | 2858 | 2490 | 5348 | 2858 | 2490 |
Profit Streak | 0 | 0 | 0 | 26.7781 | 26.7781 | 103.4448 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -663017 | -406924 | -580059 | -662902 | -579878 | 400262 |
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{ "first_band": { "type": "ssf", "factors": { "length": 65, "offset": 0, "poles": 2 } }, "second_band": { "type": "sma", "factors": { "length": 75, "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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