Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2635124.7002 | 2337714.0339 | 297410.6663 | 47747943.2207 | 16557533.5518 | 31190409.6689 |
Total P&L (%) | 2635.1247 | 2337.714 | 297.4107 | 47747.9432 | 16557.5336 | 31190.4097 |
Avg Daily Profit (%) | 1.1404 | 1.0117 | 0.1287 | 0.2674 | 0.2216 | 0.249 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98964 | -96977 | -75027 | -48950067 | -38813788 | -21560510 |
Profit Factor | 5.9662 | 8.2855 | 2.418 | 1.3286 | 1.1812 | 1.5779 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 41.6667 | 33.3333 | 50 | 41.6667 | 33.3333 | 50 |
Ratio Avg Win / Avg Loss | 8.3527 | 16.571 | 2.418 | 1.86 | 2.3625 | 1.5779 |
Largest Winning Trade | 1770010 | 1770010 | 79569 | 27316585 | 25790567 | 27316585 |
Largest Losing Trade | -47152 | -28090 | -47152 | -12483598 | -12483598 | -9159118 |
Avg Bars in Trades | 95 | 85 | 105 | 95 | 85 | 105 |
Avg Bars in Winners | 172 | 178 | 168 | 172 | 178 | 168 |
Avg Bars in Losers | 40 | 38 | 43 | 40 | 38 | 43 |
Bars Traded | 6887 | 3072 | 3815 | 6887 | 3072 | 3815 |
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 | -65053 | 554199 | -16585 | -77035 | -18312 | 408511 |
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{ "first_band": { "type": "ssf", "factors": { "length": 219, "offset": 0, "poles": 3 } }, "second_band": { "type": "sma", "factors": { "length": 12, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 219, "offset": 0, "poles": 3 } }, "second_band": { "type": "sma", "factors": { "length": 12, "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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