Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -950365.438 | 67317.0794 | -1017682.5174 | -1611558.0741 | -7030961.084 | 5419403.01 |
Total P&L (%) | -950.3654 | 67.3171 | -1017.6825 | -1611.5581 | -7030.9611 | 5419.403 |
Avg Daily Profit (%) | -0.5205 | 0.0369 | -0.5573 | 0 | 0 | 0.2199 |
Buy And Hold Return (%) | 695.5945 | 695.5945 | 695.5945 | 695.5945 | 695.5945 | 695.5945 |
Max Trade Drawdown | -1059395 | -133484 | -1069975 | -16194369 | -12259467 | -4096842 |
Profit Factor | 0.4014 | 1.2373 | 0.2195 | 0.9385 | 0.5842 | 1.5823 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 38 | 20 | 18 | 29 | 13 | 16 |
Losing Trades | 30 | 14 | 16 | 39 | 21 | 18 |
Profitability (%) | 55.8824 | 58.8235 | 52.9412 | 42.6471 | 38.2353 | 47.0588 |
Ratio Avg Win / Avg Loss | 0.3169 | 0.8661 | 0.1951 | 1.2622 | 0.9437 | 1.7801 |
Largest Winning Trade | 60958 | 41072 | 60958 | 7723529 | 2452038 | 7723529 |
Largest Losing Trade | -514371 | -80372 | -514371 | -11255198 | -11255198 | -3073450 |
Avg Bars in Trades | 52 | 49 | 55 | 52 | 49 | 55 |
Avg Bars in Winners | 30 | 24 | 36 | 58 | 53 | 62 |
Avg Bars in Losers | 80 | 85 | 76 | 47 | 47 | 48 |
Bars Traded | 3560 | 1682 | 1878 | 3560 | 1682 | 1878 |
Profit Streak | 13.0825 | 72.0825 | 0 | 0 | 0 | 16.0825 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -692907 | -308842 | -580413 | -695748 | -585370 | 379592 |
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{ "first_band": { "type": "sma", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 123, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 123, "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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