Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1399631.5057 | 1317638.3042 | 81993.2016 | 6037498.9119 | 5895843.5167 | 141655.3952 |
Total P&L (%) | 1399.6315 | 1317.6383 | 81.9932 | 6037.4989 | 5895.8435 | 141.6554 |
Avg Daily Profit (%) | 0.7711 | 0.726 | 0.0452 | 0.2271 | 0.2258 | 0.0486 |
Buy And Hold Return (%) | 591.8315 | 591.8315 | 591.8315 | 591.8315 | 591.8315 | 591.8315 |
Max Trade Drawdown | -158602 | -58275 | -100657 | -3009335 | -2689261 | -1723901 |
Profit Factor | 3.9344 | 7.314 | 1.3056 | 1.4873 | 1.9447 | 1.023 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 42.8571 | 42.8571 | 42.8571 | 42.8571 | 42.8571 | 42.8571 |
Ratio Avg Win / Avg Loss | 5.2459 | 9.7521 | 1.7408 | 1.9831 | 2.593 | 1.3641 |
Largest Winning Trade | 585332 | 585332 | 78127 | 4167480 | 4167480 | 2019985 |
Largest Losing Trade | -55304 | -24558 | -55304 | -1670570 | -1670570 | -1307210 |
Avg Bars in Trades | 76 | 82 | 70 | 76 | 82 | 70 |
Avg Bars in Winners | 114 | 131 | 97 | 114 | 131 | 97 |
Avg Bars in Losers | 47 | 44 | 50 | 47 | 44 | 50 |
Bars Traded | 5335 | 2875 | 2460 | 5335 | 2875 | 2460 |
Profit Streak | 0 | 97.1584 | 0 | 0 | 97.1584 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86078 | 484344 | -299908 | -90946 | 350065 | -491721 |
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{ "first_band": { "type": "ssf", "factors": { "length": 204, "offset": 0, "poles": 2 } }, "second_band": { "type": "sma", "factors": { "length": 81, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 204, "offset": 0, "poles": 2 } }, "second_band": { "type": "sma", "factors": { "length": 81, "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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