Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6412593.4622 | 6552334.4277 | -139740.9655 | 35645.3235 | 238370.0757 | -202724.7522 |
Total P&L (%) | 6412.5935 | 6552.3344 | -139.741 | 35.6453 | 238.3701 | -202.7248 |
Avg Daily Profit (%) | 3.2651 | 3.3362 | -0.0712 | 0.0155 | 0.0621 | 0 |
Buy And Hold Return (%) | 1184.7951 | 1184.7951 | 1184.7951 | 1184.7951 | 1184.7951 | 1184.7951 |
Max Trade Drawdown | -204944 | -71833 | -190383 | -403674 | -188675 | -252220 |
Profit Factor | 11.4123 | 23.1007 | 0.5625 | 1.0393 | 1.5444 | 0.5672 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 23 | 15 | 8 | 23 | 15 | 8 |
Losing Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Profitability (%) | 31.0811 | 40.5405 | 21.6216 | 31.0811 | 40.5405 | 21.6216 |
Ratio Avg Win / Avg Loss | 25.3055 | 33.881 | 2.039 | 2.3046 | 2.2651 | 2.0563 |
Largest Winning Trade | 6682944 | 6682944 | 53392 | 407947 | 407947 | 91729 |
Largest Losing Trade | -51902 | -51739 | -51902 | -110357 | -110357 | -64438 |
Avg Bars in Trades | 51 | 49 | 53 | 51 | 49 | 53 |
Avg Bars in Winners | 108 | 89 | 143 | 108 | 89 | 143 |
Avg Bars in Losers | 25 | 21 | 28 | 25 | 21 | 28 |
Bars Traded | 3781 | 1819 | 1962 | 3781 | 1819 | 1962 |
Profit Streak | 0 | 0 | 547.1168 | 0 | 0 | 547.1168 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -53359 | 692742 | -622115 | -590174 | -276788 | -622115 |
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{ "first_band": { "type": "rma", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 21, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 21, "offset": 0, "poles": 3 } } }
# | 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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