Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2460421.9538 | -177466.3545 | -2282955.5993 | 148207.2788 | -7077138.0578 | 7225345.3366 |
Total P&L (%) | -2460.422 | -177.4664 | -2282.9556 | 148.2073 | -7077.1381 | 7225.3453 |
Avg Daily Profit (%) | -1.3726 | -0.099 | -1.2736 | 0.0507 | 0 | 0.2398 |
Buy And Hold Return (%) | 233.6883 | 233.6883 | 233.6883 | 233.6883 | 233.6883 | 233.6883 |
Max Trade Drawdown | -2545714 | -257169 | -1173904 | -14533421 | -12929285 | -2544516 |
Profit Factor | 0.1239 | 0.4981 | 0.07 | 1.0078 | 0.4702 | 2.2895 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 33 | 13 | 20 | 35 | 14 | 21 |
Losing Trades | 25 | 16 | 9 | 23 | 15 | 8 |
Profitability (%) | 56.8966 | 44.8276 | 68.9655 | 60.3448 | 48.2759 | 72.4138 |
Ratio Avg Win / Avg Loss | 0.0939 | 0.613 | 0.0315 | 0.6623 | 0.5038 | 0.8722 |
Largest Winning Trade | 58473 | 58473 | 20511 | 10171807 | 5412536 | 10171807 |
Largest Losing Trade | -1172799 | -66589 | -1172799 | -5890264 | -5890264 | -2544516 |
Avg Bars in Trades | 178 | 214 | 142 | 178 | 214 | 142 |
Avg Bars in Winners | 76 | 85 | 70 | 93 | 101 | 88 |
Avg Bars in Losers | 313 | 319 | 302 | 307 | 320 | 285 |
Bars Traded | 10361 | 6224 | 4137 | 10361 | 6224 | 4137 |
Profit Streak | 24.7304 | 29.897 | 24.7304 | 24.7304 | 29.897 | 24.7304 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758357 | -582304 | -577831 | -681673 | -580963 | 480721 |
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{ "first_band": { "type": "ssf", "factors": { "length": 84, "offset": 0, "poles": 2 } }, "second_band": { "type": "sma", "factors": { "length": 211, "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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