Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 637282.2661 | 468679.1033 | 168603.1628 | -4832030.4491 | 7708256.189 | -12540286.638 |
Total P&L (%) | 637.2823 | 468.6791 | 168.6032 | -4832.0304 | 7708.2562 | -12540.2866 |
Avg Daily Profit (%) | 0.3418 | 0.2514 | 0.0904 | 0 | 0.234 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206468 | -80563 | -143852 | -19652886 | -1975623 | -21874773 |
Profit Factor | 2.2512 | 3.3 | 1.5518 | 0.8488 | 2.543 | 0.5349 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 45 | 22 | 23 | 41 | 22 | 19 |
Losing Trades | 29 | 15 | 14 | 33 | 15 | 18 |
Profitability (%) | 60.8108 | 59.4595 | 62.1622 | 55.4054 | 59.4595 | 51.3514 |
Ratio Avg Win / Avg Loss | 1.4508 | 2.25 | 0.9446 | 0.6832 | 1.7338 | 0.5067 |
Largest Winning Trade | 236715 | 236715 | 53000 | 3580095 | 3335317 | 3580095 |
Largest Losing Trade | -143852 | -30867 | -143852 | -19652886 | -1332570 | -19652886 |
Avg Bars in Trades | 73 | 59 | 87 | 73 | 59 | 87 |
Avg Bars in Winners | 80 | 62 | 97 | 83 | 67 | 102 |
Avg Bars in Losers | 63 | 55 | 71 | 61 | 48 | 71 |
Bars Traded | 5450 | 2208 | 3242 | 5450 | 2208 | 3242 |
Profit Streak | 75.0689 | 117.0689 | 75.0689 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -53155 | 610316 | -69314 | -648577 | 518696 | -580597 |
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{ "first_band": { "type": "sma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 248, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 248, "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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