Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 469864.9045 | 377463.7626 | 92401.1419 | 499558.8293 | 862229.6548 | -362670.8255 |
Total P&L (%) | 469.8649 | 377.4638 | 92.4011 | 499.5588 | 862.2297 | -362.6708 |
Avg Daily Profit (%) | 0.2378 | 0.191 | 0.0468 | 0.0907 | 0.1146 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69777 | -64106 | -105439 | -1053730 | -664552 | -1176216 |
Profit Factor | 2.0412 | 3.4764 | 1.3092 | 1.126 | 1.5717 | 0.8524 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Profitability (%) | 59.6774 | 64.5161 | 54.8387 | 59.6774 | 64.5161 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.3792 | 1.912 | 1.0782 | 0.7608 | 0.8644 | 0.702 |
Largest Winning Trade | 120597 | 120597 | 70294 | 517995 | 414149 | 517995 |
Largest Losing Trade | -69777 | -40334 | -69777 | -1053730 | -405309 | -1053730 |
Avg Bars in Trades | 187 | 166 | 207 | 187 | 166 | 207 |
Avg Bars in Winners | 244 | 206 | 288 | 244 | 206 | 288 |
Avg Bars in Losers | 102 | 94 | 109 | 102 | 94 | 109 |
Bars Traded | 11600 | 5172 | 6428 | 11600 | 5172 | 6428 |
Profit Streak | 0 | 0 | 658.679 | 0 | 0 | 658.679 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146532 | 577277 | -128772 | -312745 | -37610 | -579233 |
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{ "first_band": { "type": "sma", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 222, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 222, "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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