Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1838476.6273 | 308771.8027 | -2147248.43 | -113880201.4321 | 68627434.508 | -182507635.9402 |
Total P&L (%) | -1838.4766 | 308.7718 | -2147.2484 | -113880.2014 | 68627.4345 | -182507.6359 |
Avg Daily Profit (%) | -0.812 | 0.1364 | -0.9484 | 0 | 0.289 | 0 |
Buy And Hold Return (%) | 10564.6918 | 10564.6918 | 10564.6918 | 10564.6918 | 10564.6918 | 10564.6918 |
Max Trade Drawdown | -2167156 | -63992 | -2269554 | -308073094 | -50139122 | -317773919 |
Profit Factor | 0.286 | 3.4278 | 0.1228 | 0.7604 | 1.5229 | 0.4695 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 39 | 20 | 19 | 38 | 19 | 19 |
Losing Trades | 19 | 9 | 10 | 20 | 10 | 10 |
Profitability (%) | 67.2414 | 68.9655 | 65.5172 | 65.5172 | 65.5172 | 65.5172 |
Ratio Avg Win / Avg Loss | 0.1394 | 1.5425 | 0.0646 | 0.4002 | 0.8015 | 0.2471 |
Largest Winning Trade | 69953 | 69953 | 38645 | 57464191 | 57464191 | 50277259 |
Largest Losing Trade | -1994672 | -38892 | -1994672 | -231590567 | -45475497 | -231590567 |
Avg Bars in Trades | 144 | 154 | 135 | 144 | 154 | 135 |
Avg Bars in Winners | 105 | 107 | 103 | 119 | 130 | 108 |
Avg Bars in Losers | 226 | 260 | 195 | 193 | 200 | 186 |
Bars Traded | 8403 | 4484 | 3919 | 8403 | 4484 | 3919 |
Profit Streak | 128.8926 | 128.8926 | 246.1426 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757083 | -167213 | -578231 | -758266 | 367116 | -578821 |
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{ "first_band": { "type": "ssf", "factors": { "length": 39, "offset": 0, "poles": 2 } }, "second_band": { "type": "sma", "factors": { "length": 32, "offset": 225 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 39, "offset": 0, "poles": 2 } }, "second_band": { "type": "sma", "factors": { "length": 32, "offset": 225 } } }
# | 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) |
---|