Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 958175.3567 | 826687.709 | 131487.6477 | 1323805.4738 | -1352878.195 | 2676683.6688 |
Total P&L (%) | 958.1754 | 826.6877 | 131.4876 | 1323.8055 | -1352.8782 | 2676.6837 |
Avg Daily Profit (%) | 0.4964 | 0.4283 | 0.0681 | 0.1377 | 0 | 0.1723 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121061 | -131050 | -49227 | -2475378 | -3309218 | -766569 |
Profit Factor | 2.4546 | 3.1597 | 1.4765 | 1.1423 | 0.7812 | 1.8586 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 41 | 15 | 26 | 41 | 15 | 26 |
Losing Trades | 60 | 36 | 24 | 60 | 36 | 24 |
Profitability (%) | 40.5941 | 29.4118 | 52 | 40.5941 | 29.4118 | 52 |
Ratio Avg Win / Avg Loss | 3.5921 | 7.5832 | 1.3629 | 1.6717 | 1.8749 | 1.7156 |
Largest Winning Trade | 566294 | 566294 | 41003 | 1706462 | 1706462 | 908103 |
Largest Losing Trade | -49227 | -27587 | -49227 | -856346 | -856346 | -389919 |
Avg Bars in Trades | 112 | 98 | 127 | 112 | 98 | 127 |
Avg Bars in Winners | 190 | 196 | 187 | 190 | 196 | 187 |
Avg Bars in Losers | 59 | 57 | 62 | 59 | 57 | 62 |
Bars Traded | 11357 | 4998 | 6359 | 11357 | 4998 | 6359 |
Profit Streak | 25.6888 | 27.1888 | 0 | 25.6888 | 27.1888 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446463 | -174135 | -280617 | -74506 | -768162 | -168467 |
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{ "first_band": { "type": "ssf", "factors": { "length": 237, "offset": 0, "poles": 3 } }, "second_band": { "type": "sma", "factors": { "length": 29, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 237, "offset": 0, "poles": 3 } }, "second_band": { "type": "sma", "factors": { "length": 29, "offset": 0 } } }
# | 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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