Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1307669.7638 | 1294754.9588 | 12914.8051 | 146059.8698 | 580784.9465 | -434725.0767 |
Total P&L (%) | 1307.6698 | 1294.755 | 12.9148 | 146.0599 | 580.7849 | -434.7251 |
Avg Daily Profit (%) | 0.7045 | 0.6975 | 0.007 | 0.0485 | 0.1034 | 0 |
Buy And Hold Return (%) | 52.7008 | 52.7008 | 52.7008 | 52.7008 | 52.7008 | 52.7008 |
Max Trade Drawdown | -145537 | -100291 | -73055 | -1526314 | -1032651 | -686198 |
Profit Factor | 3.234 | 5.8316 | 1.0407 | 1.0439 | 1.3537 | 0.7421 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 46.4789 | 38.8889 | 54.2857 | 46.4789 | 38.8889 | 54.2857 |
Ratio Avg Win / Avg Loss | 3.7239 | 9.1639 | 0.8764 | 1.2021 | 2.1272 | 0.6249 |
Largest Winning Trade | 1284360 | 1284360 | 65069 | 1556467 | 1556467 | 302093 |
Largest Losing Trade | -52279 | -39466 | -52279 | -425743 | -383862 | -425743 |
Avg Bars in Trades | 99 | 84 | 114 | 99 | 84 | 114 |
Avg Bars in Winners | 123 | 108 | 134 | 123 | 108 | 134 |
Avg Bars in Losers | 78 | 69 | 90 | 78 | 69 | 90 |
Bars Traded | 7060 | 3050 | 4010 | 7060 | 3050 | 4010 |
Profit Streak | 30.4603 | 30.4603 | 73.7103 | 30.4603 | 30.4603 | 73.7103 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -73114 | 608824 | -525230 | -395321 | -56804 | -579266 |
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{ "first_band": { "type": "sma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 213, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 213, "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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