Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1077219.8844 | 1013208.666 | 64011.2183 | 69597.8909 | 423584.9229 | -353987.0319 |
Total P&L (%) | 1077.2199 | 1013.2087 | 64.0112 | 69.5979 | 423.5849 | -353.987 |
Avg Daily Profit (%) | 0.5802 | 0.5457 | 0.0345 | 0.0285 | 0.0892 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -224432 | -148679 | -151560 | -831805 | -399359 | -500436 |
Profit Factor | 2.4251 | 3.6929 | 1.1686 | 1.0536 | 1.6959 | 0.4872 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 51 | 21 | 30 | 51 | 21 | 30 |
Losing Trades | 49 | 29 | 20 | 49 | 29 | 20 |
Profitability (%) | 51 | 42 | 60 | 51 | 42 | 60 |
Ratio Avg Win / Avg Loss | 2.33 | 5.0998 | 0.7791 | 1.0123 | 2.3419 | 0.3248 |
Largest Winning Trade | 961558 | 961558 | 52530 | 784356 | 784356 | 65957 |
Largest Losing Trade | -60397 | -60397 | -55420 | -309426 | -218728 | -309426 |
Avg Bars in Trades | 72 | 62 | 82 | 72 | 62 | 82 |
Avg Bars in Winners | 84 | 78 | 88 | 84 | 78 | 88 |
Avg Bars in Losers | 60 | 50 | 74 | 60 | 50 | 74 |
Bars Traded | 7267 | 3118 | 4149 | 7267 | 3118 | 4149 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 586926 | -165337 | -362719 | -316088 | -253823 | -759537 |
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{ "first_band": { "type": "sma", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 205, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 205, "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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