Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1294578.8178 | 1269403.7965 | 25175.0213 | 1681002.8225 | 2834563.7688 | -1153560.9463 |
Total P&L (%) | 1294.5788 | 1269.4038 | 25.175 | 1681.0028 | 2834.5638 | -1153.5609 |
Avg Daily Profit (%) | 0.7133 | 0.6994 | 0.0139 | 0.1588 | 0.1864 | 0 |
Buy And Hold Return (%) | 539.5973 | 539.5973 | 539.5973 | 539.5973 | 539.5973 | 539.5973 |
Max Trade Drawdown | -134678 | -70338 | -116231 | -1995266 | -1518006 | -1427860 |
Profit Factor | 3.4618 | 6.1352 | 1.0903 | 1.2586 | 1.9533 | 0.6729 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 36.9231 | 34.375 | 39.3939 | 36.9231 | 34.375 | 39.3939 |
Ratio Avg Win / Avg Loss | 5.9139 | 11.7127 | 1.6774 | 2.1501 | 3.7291 | 1.0352 |
Largest Winning Trade | 732461 | 732461 | 75248 | 2325641 | 2325641 | 708044 |
Largest Losing Trade | -52617 | -23312 | -52617 | -702909 | -702909 | -648612 |
Avg Bars in Trades | 80 | 77 | 84 | 80 | 77 | 84 |
Avg Bars in Winners | 161 | 156 | 165 | 161 | 156 | 165 |
Avg Bars in Losers | 33 | 35 | 31 | 33 | 35 | 31 |
Bars Traded | 5260 | 2465 | 2795 | 5260 | 2465 | 2795 |
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 | -126544 | 366722 | -464279 | -135744 | 156884 | -583260 |
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{ "first_band": { "type": "ssf", "factors": { "length": 214, "offset": 0, "poles": 3 } }, "second_band": { "type": "sma", "factors": { "length": 14, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 214, "offset": 0, "poles": 3 } }, "second_band": { "type": "sma", "factors": { "length": 14, "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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