Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1343744.033 | 1277438.2755 | 66305.7575 | 819578.5915 | 584683.2507 | 234895.3408 |
Total P&L (%) | 1343.744 | 1277.4383 | 66.3058 | 819.5786 | 584.6833 | 234.8953 |
Avg Daily Profit (%) | 0.7256 | 0.6898 | 0.0358 | 0.1199 | 0.1039 | 0.0653 |
Buy And Hold Return (%) | 21.7528 | 21.7528 | 21.7528 | 21.7528 | 21.7528 | 21.7528 |
Max Trade Drawdown | -144049 | -102743 | -75857 | -1175238 | -785611 | -624642 |
Profit Factor | 3.6059 | 6.4633 | 1.2353 | 1.2176 | 1.3417 | 1.1143 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 39.0805 | 36.3636 | 41.8605 | 39.0805 | 36.3636 | 41.8605 |
Ratio Avg Win / Avg Loss | 5.621 | 11.3108 | 1.7156 | 1.8981 | 2.348 | 1.5477 |
Largest Winning Trade | 1193658 | 1193658 | 66069 | 858459 | 858459 | 589994 |
Largest Losing Trade | -32612 | -18794 | -32612 | -295526 | -197177 | -295526 |
Avg Bars in Trades | 247 | 212 | 282 | 247 | 212 | 282 |
Avg Bars in Winners | 396 | 352 | 434 | 396 | 352 | 434 |
Avg Bars in Losers | 151 | 132 | 172 | 151 | 132 | 172 |
Bars Traded | 21501 | 9364 | 12137 | 21501 | 9364 | 12137 |
Profit Streak | 39.2161 | 39.2161 | 47.1328 | 39.2161 | 39.2161 | 47.1328 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 604677 | 593856 | -149459 | -34357 | -56609 | -201554 |
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{ "first_band": { "type": "ema", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 197, "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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