Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413879.5189 | 151310.6361 | 262568.8828 | 1304010.2222 | -67918.8271 | 1371929.0493 |
Total P&L (%) | 413.8795 | 151.3106 | 262.5689 | 1304.0102 | -67.9188 | 1371.929 |
Avg Daily Profit (%) | 0.2803 | 0.1025 | 0.1778 | 0.1791 | -0.077 | 0.1823 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78977 | -42963 | -73317 | -1847713 | -864300 | -1100796 |
Profit Factor | 2.0411 | 1.7385 | 2.3629 | 1.3463 | 0.9663 | 1.7828 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 57.1429 | 52.6316 | 61.5385 | 57.1429 | 52.6316 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.5308 | 1.5646 | 1.4768 | 1.0097 | 0.8696 | 1.1142 |
Largest Winning Trade | 75665 | 61300 | 75665 | 1195786 | 276536 | 1195786 |
Largest Losing Trade | -46765 | -25599 | -46765 | -638230 | -525520 | -638230 |
Avg Bars in Trades | 73 | 59 | 87 | 73 | 59 | 87 |
Avg Bars in Winners | 77 | 58 | 92 | 77 | 58 | 92 |
Avg Bars in Losers | 69 | 60 | 80 | 69 | 60 | 80 |
Bars Traded | 5690 | 2264 | 3425 | 5690 | 2264 | 3425 |
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 | -32887 | -52540 | 444138 | -36848 | -580423 | 420207 |
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{ "first_band": { "type": "sma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 85, "offset": 35, "poles": 2 } } }
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# | 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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