Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1326140.9203 | 1292244.0917 | 33896.8285 | 419400.799 | 800330.15 | -380929.351 |
Total P&L (%) | 1326.1409 | 1292.2441 | 33.8968 | 419.4008 | 800.3302 | -380.9294 |
Avg Daily Profit (%) | 0.7176 | 0.6993 | 0.0183 | 0.0892 | 0.119 | 0 |
Buy And Hold Return (%) | 30.5201 | 30.5201 | 30.5201 | 30.5201 | 30.5201 | 30.5201 |
Max Trade Drawdown | -139753 | -100172 | -77645 | -1305653 | -928911 | -928767 |
Profit Factor | 3.5509 | 6.1155 | 1.1268 | 1.0967 | 1.3904 | 0.8336 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 36.7647 | 35.2941 | 38.2353 | 36.7647 | 35.2941 | 38.2353 |
Ratio Avg Win / Avg Loss | 6.1075 | 11.2118 | 1.8203 | 1.8862 | 2.549 | 1.3466 |
Largest Winning Trade | 1229502 | 1229502 | 70124 | 1496600 | 1496600 | 586027 |
Largest Losing Trade | -30872 | -21593 | -30872 | -406478 | -231656 | -406478 |
Avg Bars in Trades | 52 | 46 | 58 | 52 | 46 | 58 |
Avg Bars in Winners | 87 | 75 | 98 | 87 | 75 | 98 |
Avg Bars in Losers | 32 | 31 | 33 | 32 | 31 | 33 |
Bars Traded | 3580 | 1597 | 1983 | 3580 | 1597 | 1983 |
Profit Streak | 39.0333 | 53.0333 | 39.0333 | 39.0333 | 53.0333 | 39.0333 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98742 | 563765 | -383657 | -304922 | -37164 | -583157 |
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{ "first_band": { "type": "sma", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 62, "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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