Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1447966.3488 | 1251887.2807 | 196079.0681 | 4275527.2365 | -268141.7738 | 4543669.0103 |
Total P&L (%) | 1447.9663 | 1251.8873 | 196.0791 | 4275.5272 | -268.1418 | 4543.669 |
Avg Daily Profit (%) | 0.6086 | 0.5262 | 0.0824 | 0.1589 | 0 | 0.1614 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102392 | -88749 | -62112 | -9585596 | -9483723 | -5109210 |
Profit Factor | 3.0626 | 4.4241 | 1.5829 | 1.1108 | 0.9879 | 1.2761 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 45.6311 | 42.3077 | 49.0196 | 45.6311 | 42.3077 | 49.0196 |
Ratio Avg Win / Avg Loss | 3.6491 | 6.0329 | 1.6462 | 1.3235 | 1.3471 | 1.3272 |
Largest Winning Trade | 865186 | 865186 | 67440 | 7777956 | 7777956 | 3496572 |
Largest Losing Trade | -43977 | -43977 | -41367 | -4167623 | -4167623 | -2803963 |
Avg Bars in Trades | 135 | 111 | 159 | 135 | 111 | 159 |
Avg Bars in Winners | 194 | 170 | 216 | 194 | 170 | 216 |
Avg Bars in Losers | 84 | 67 | 104 | 84 | 67 | 104 |
Bars Traded | 13907 | 5784 | 8123 | 13907 | 5784 | 8123 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 574404 | -164848 | -260440 | -92398 | -762158 | -172790 |
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{ "first_band": { "type": "ema", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 119, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 120, "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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