Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 777385.8363 | 751987.2501 | 25398.5862 | 579323.9394 | -84667.5266 | 663991.466 |
Total P&L (%) | 777.3858 | 751.9873 | 25.3986 | 579.3239 | -84.6675 | 663.9915 |
Avg Daily Profit (%) | 0.3733 | 0.3611 | 0.0122 | 0.092 | -0.09 | 0.0977 |
Buy And Hold Return (%) | 100.554 | 100.554 | 100.554 | 100.554 | 100.554 | 100.554 |
Max Trade Drawdown | -154247 | -117851 | -108856 | -4511032 | -3309252 | -1850664 |
Profit Factor | 1.8663 | 2.8393 | 1.052 | 1.0522 | 0.9854 | 1.1247 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Profitability (%) | 45.6 | 45.1613 | 46.0317 | 45.6 | 45.1613 | 46.0317 |
Ratio Avg Win / Avg Loss | 2.2264 | 3.4477 | 1.2334 | 1.2552 | 1.1965 | 1.3186 |
Largest Winning Trade | 263224 | 263224 | 66687 | 1833698 | 1833698 | 1434207 |
Largest Losing Trade | -44027 | -43702 | -44027 | -1403162 | -1403162 | -1218790 |
Avg Bars in Trades | 197 | 178 | 216 | 197 | 178 | 216 |
Avg Bars in Winners | 274 | 256 | 292 | 274 | 256 | 292 |
Avg Bars in Losers | 133 | 114 | 152 | 133 | 114 | 152 |
Bars Traded | 24721 | 11057 | 13664 | 24721 | 11057 | 13664 |
Profit Streak | 0 | 29.2142 | 0 | 0 | 29.2142 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420531 | -140687 | -653888 | -235019 | -734633 | -293980 |
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{ "first_band": { "type": "rma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 210, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 210, "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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