Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105842.8273 | 56673.059 | 49169.7683 | 149456.0649 | 75489.6118 | 73966.4531 |
Total P&L (%) | 105.8428 | 56.6731 | 49.1698 | 149.4561 | 75.4896 | 73.9665 |
Avg Daily Profit (%) | 0.4064 | 0.2176 | 0.1888 | 0.3516 | 0.2162 | 0.2128 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30769 | -29959 | -19012 | -32100 | -35731 | -16844 |
Profit Factor | 1.6094 | 1.602 | 1.6181 | 1.738 | 1.6994 | 1.782 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 104 | 54 | 50 | 104 | 54 | 50 |
Losing Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Profitability (%) | 68.4211 | 71.0526 | 65.7895 | 68.4211 | 71.0526 | 65.7895 |
Ratio Avg Win / Avg Loss | 0.7428 | 0.6527 | 0.8414 | 0.8021 | 0.6923 | 0.9266 |
Largest Winning Trade | 11538 | 11538 | 7347 | 15483 | 12904 | 15483 |
Largest Losing Trade | -19120 | -19120 | -10055 | -19755 | -19755 | -13881 |
Avg Bars in Trades | 159 | 154 | 164 | 159 | 154 | 164 |
Avg Bars in Winners | 128 | 127 | 129 | 128 | 127 | 129 |
Avg Bars in Losers | 226 | 220 | 230 | 226 | 220 | 230 |
Bars Traded | 24239 | 11759 | 12480 | 24239 | 11759 | 12480 |
Profit Streak | 5.6292 | 7.1292 | 5.6292 | 5.6292 | 7.1292 | 5.6292 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469349 | -39558 | -41421 | 461420 | -38494 | -39492 |
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{ "first_band": { "type": "ssf", "factors": { "length": 190, "offset": 0, "poles": 2 } }, "second_band": { "type": "sma", "factors": { "length": 223, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 190, "offset": 0, "poles": 2 } }, "second_band": { "type": "sma", "factors": { "length": 223, "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) |
---|