Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1401741.6343 | 1368958.2868 | 32783.3475 | 1561839.4629 | 590986.0985 | 970853.3644 |
Total P&L (%) | 1401.7416 | 1368.9583 | 32.7833 | 1561.8395 | 590.9861 | 970.8534 |
Avg Daily Profit (%) | 0.7507 | 0.7332 | 0.0176 | 0.1506 | 0.1036 | 0.1271 |
Buy And Hold Return (%) | 290.7831 | 290.7831 | 290.7831 | 290.7831 | 290.7831 | 290.7831 |
Max Trade Drawdown | -123855 | -139222 | -100237 | -1142570 | -903438 | -501855 |
Profit Factor | 3.785 | 6.0886 | 1.1399 | 1.5178 | 1.3262 | 1.806 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 38.3333 | 33.3333 | 43.3333 | 38.3333 | 33.3333 | 43.3333 |
Ratio Avg Win / Avg Loss | 6.0889 | 12.1773 | 1.4907 | 2.4417 | 2.6524 | 2.3617 |
Largest Winning Trade | 908796 | 908796 | 58999 | 931398 | 931398 | 842918 |
Largest Losing Trade | -37409 | -37409 | -34331 | -409871 | -326872 | -409871 |
Avg Bars in Trades | 183 | 144 | 222 | 183 | 144 | 222 |
Avg Bars in Winners | 289 | 253 | 316 | 289 | 253 | 316 |
Avg Bars in Losers | 117 | 90 | 150 | 117 | 90 | 150 |
Bars Traded | 11005 | 4343 | 6662 | 11005 | 4343 | 6662 |
Profit Streak | 0 | 52.3821 | 0 | 0 | 52.3821 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160158 | 503563 | -404428 | -169258 | -65147 | -24992 |
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{ "first_band": { "type": "rma", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 130, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 130, "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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