Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 653539.018 | 718848.9485 | -65309.9305 | -461895.2862 | 1379606.9465 | -1841502.2327 |
Total P&L (%) | 653.539 | 718.8489 | -65.3099 | -461.8953 | 1379.6069 | -1841.5022 |
Avg Daily Profit (%) | 0.3463 | 0.3809 | -0.0346 | 0 | 0.1429 | 0 |
Buy And Hold Return (%) | 306.0741 | 306.0741 | 306.0741 | 306.0741 | 306.0741 | 306.0741 |
Max Trade Drawdown | -193630 | -95866 | -157738 | -1873618 | -221596 | -2016119 |
Profit Factor | 2.28 | 5.217 | 0.808 | 0.855 | 4.0298 | 0.3257 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 27 | 12 | 15 | 34 | 20 | 14 |
Losing Trades | 33 | 18 | 15 | 26 | 10 | 16 |
Profitability (%) | 45 | 40 | 50 | 56.6667 | 66.6667 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.7867 | 7.8255 | 0.808 | 0.6539 | 2.0149 | 0.3722 |
Largest Winning Trade | 666750 | 666750 | 59058 | 558194 | 558194 | 352138 |
Largest Losing Trade | -143546 | -17612 | -143546 | -1621283 | -174157 | -1621283 |
Avg Bars in Trades | 368 | 294 | 443 | 368 | 294 | 443 |
Avg Bars in Winners | 513 | 412 | 594 | 287 | 273 | 306 |
Avg Bars in Losers | 250 | 215 | 292 | 475 | 335 | 563 |
Bars Traded | 22137 | 8832 | 13305 | 22137 | 8832 | 13305 |
Profit Streak | 0 | 0 | 0 | 166.6069 | 264.3569 | 166.6069 |
Trades During Streak | 0 | 0 | 0 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167802 | 325333 | -580825 | -751945 | 249016 | -580767 |
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{ "first_band": { "type": "rma", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 244, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 244, "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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