Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -899743.2301 | 68035.3975 | -967778.6276 | -678809.7506 | -3921844.7815 | 3243035.0308 |
Total P&L (%) | -899.7432 | 68.0354 | -967.7786 | -678.8098 | -3921.8448 | 3243.035 |
Avg Daily Profit (%) | -0.4957 | 0.0375 | -0.5332 | 0 | 0 | 0.1935 |
Buy And Hold Return (%) | 613.7522 | 613.7522 | 613.7522 | 613.7522 | 613.7522 | 613.7522 |
Max Trade Drawdown | -1060714 | -153790 | -1025288 | -7439393 | -5403952 | -3037624 |
Profit Factor | 0.4168 | 1.2299 | 0.2238 | 0.9547 | 0.4773 | 1.4342 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 34 | 18 | 16 | 29 | 14 | 15 |
Losing Trades | 28 | 13 | 15 | 33 | 17 | 16 |
Profitability (%) | 54.8387 | 58.0645 | 51.6129 | 46.7742 | 45.1613 | 48.3871 |
Ratio Avg Win / Avg Loss | 0.3433 | 0.8882 | 0.2098 | 1.0863 | 0.5796 | 1.5298 |
Largest Winning Trade | 59862 | 59862 | 45403 | 8252501 | 1152710 | 8252501 |
Largest Losing Trade | -438403 | -78870 | -438403 | -4682791 | -4682791 | -2940566 |
Avg Bars in Trades | 57 | 58 | 55 | 57 | 58 | 55 |
Avg Bars in Winners | 32 | 32 | 32 | 57 | 58 | 56 |
Avg Bars in Losers | 87 | 94 | 81 | 56 | 58 | 55 |
Bars Traded | 3538 | 1807 | 1731 | 3538 | 1807 | 1731 |
Profit Streak | 0 | 0 | 0 | 10.8522 | 10.8522 | 157.3522 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -738650 | -309610 | -580608 | -737770 | -582055 | 344465 |
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{ "first_band": { "type": "sma", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 131, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 131, "offset": 0, "poles": 2 } } }
# | 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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