Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 771736.7893 | 685277.6115 | 86459.1777 | 490149.7152 | 699943.8288 | -209794.1136 |
Total P&L (%) | 771.7368 | 685.2776 | 86.4592 | 490.1497 | 699.9438 | -209.7941 |
Avg Daily Profit (%) | 0.4146 | 0.3681 | 0.0464 | 0.0954 | 0.1118 | 0 |
Buy And Hold Return (%) | 28.0476 | 28.0476 | 28.0476 | 28.0476 | 28.0476 | 28.0476 |
Max Trade Drawdown | -153931 | -116474 | -105109 | -765334 | -244499 | -587498 |
Profit Factor | 2.2594 | 3.3905 | 1.2651 | 1.2811 | 1.8905 | 0.781 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 58.6667 | 55.2632 | 62.1622 | 58.6667 | 55.2632 | 62.1622 |
Ratio Avg Win / Avg Loss | 1.5919 | 2.7447 | 0.7701 | 0.9026 | 1.5304 | 0.4754 |
Largest Winning Trade | 423858 | 423858 | 66930 | 671678 | 671678 | 139507 |
Largest Losing Trade | -66363 | -49477 | -66363 | -387113 | -137609 | -387113 |
Avg Bars in Trades | 46 | 37 | 54 | 46 | 37 | 54 |
Avg Bars in Winners | 45 | 30 | 58 | 45 | 30 | 58 |
Avg Bars in Losers | 47 | 46 | 49 | 47 | 46 | 49 |
Bars Traded | 3460 | 1429 | 2031 | 3460 | 1429 | 2031 |
Profit Streak | 0 | 0 | 76.2802 | 0 | 0 | 76.2802 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -45703 | 599534 | -132758 | -127167 | -39084 | -577824 |
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{ "first_band": { "type": "ema", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 84, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 84, "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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