Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 862998.24 | 684650.5826 | 178347.6573 | 4519529.5728 | 407353.5821 | 4112175.9907 |
Total P&L (%) | 862.9982 | 684.6506 | 178.3477 | 4519.5296 | 407.3536 | 4112.176 |
Avg Daily Profit (%) | 0.4444 | 0.3526 | 0.0918 | 0.1976 | 0.0837 | 0.1928 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156455 | -80088 | -95130 | -2234880 | -1865873 | -784335 |
Profit Factor | 2.9115 | 3.7193 | 1.8931 | 1.6911 | 1.0935 | 2.8824 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 50 | 43.2432 | 56.7568 | 50 | 43.2432 | 56.7568 |
Ratio Avg Win / Avg Loss | 2.9115 | 4.8816 | 1.4424 | 1.6911 | 1.4353 | 2.1961 |
Largest Winning Trade | 411002 | 411002 | 52423 | 1561476 | 1134294 | 1561476 |
Largest Losing Trade | -30548 | -30089 | -30548 | -890092 | -890092 | -395582 |
Avg Bars in Trades | 152 | 125 | 178 | 152 | 125 | 178 |
Avg Bars in Winners | 218 | 184 | 244 | 218 | 184 | 244 |
Avg Bars in Losers | 85 | 80 | 92 | 85 | 80 | 92 |
Bars Traded | 11255 | 4640 | 6615 | 11255 | 4640 | 6615 |
Profit Streak | 0 | 0 | 51.1248 | 0 | 0 | 51.1248 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -53091 | 488715 | -66418 | -57556 | -201519 | 537298 |
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{ "first_band": { "type": "sma", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 119, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 119, "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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