Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 460889.7208 | 438265.3325 | 22624.3884 | 237398.3407 | 463695.31 | -226296.9692 |
Total P&L (%) | 460.8897 | 438.2653 | 22.6244 | 237.3983 | 463.6953 | -226.297 |
Avg Daily Profit (%) | 0.8849 | 0.8415 | 0.0434 | 0.2338 | 0.3326 | 0 |
Buy And Hold Return (%) | 98.1644 | 98.1644 | 98.1644 | 98.1644 | 98.1644 | 98.1644 |
Max Trade Drawdown | -79006 | -51812 | -54874 | -622117 | -394362 | -335410 |
Profit Factor | 2.7255 | 4.0537 | 1.1831 | 1.1537 | 1.5823 | 0.6975 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 37.3494 | 31.7073 | 42.8571 | 37.3494 | 31.7073 | 42.8571 |
Ratio Avg Win / Avg Loss | 4.5717 | 8.7311 | 1.5774 | 1.9353 | 3.4081 | 0.9299 |
Largest Winning Trade | 481833 | 481833 | 29976 | 768237 | 768237 | 179385 |
Largest Losing Trade | -17378 | -15244 | -17378 | -133173 | -133173 | -128022 |
Avg Bars in Trades | 297 | 237 | 356 | 297 | 237 | 356 |
Avg Bars in Winners | 489 | 421 | 538 | 489 | 421 | 538 |
Avg Bars in Losers | 183 | 152 | 219 | 183 | 152 | 219 |
Bars Traded | 24713 | 9746 | 14966 | 24713 | 9746 | 14966 |
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 | 347502 | 375485 | -322023 | -53272 | 88151 | -584081 |
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{ "first_band": { "type": "rma", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 130, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 130, "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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