Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307080.6303 | 189950.4118 | 117130.2184 | 990685.3805 | 806410.7701 | 184274.6104 |
Total P&L (%) | 307.0806 | 189.9504 | 117.1302 | 990.6854 | 806.4108 | 184.2746 |
Avg Daily Profit (%) | 0.5896 | 0.3647 | 0.2249 | 0.4598 | 0.4241 | 0.2008 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35493 | -27250 | -31823 | -447835 | -175052 | -394298 |
Profit Factor | 2.0683 | 2.4483 | 1.7494 | 1.5251 | 1.9459 | 1.1782 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Profitability (%) | 43.609 | 43.2836 | 43.9394 | 43.609 | 43.2836 | 43.9394 |
Ratio Avg Win / Avg Loss | 2.6745 | 3.2082 | 2.2319 | 1.9721 | 2.5498 | 1.5032 |
Largest Winning Trade | 52359 | 52359 | 32125 | 357252 | 357252 | 284136 |
Largest Losing Trade | -13644 | -12497 | -13644 | -144391 | -85851 | -144391 |
Avg Bars in Trades | 183 | 172 | 193 | 183 | 172 | 193 |
Avg Bars in Winners | 292 | 270 | 313 | 292 | 270 | 313 |
Avg Bars in Losers | 98 | 97 | 99 | 98 | 97 | 99 |
Bars Traded | 24340 | 11551 | 12789 | 24340 | 11551 | 12789 |
Profit Streak | 8.2876 | 31.3293 | 0 | 8.2876 | 31.3293 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 462735 | -105445 | -116233 | 388798 | -105490 | -143144 |
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{ "first_band": { "type": "sma", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 136, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 136, "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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