Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 910874.2661 | 713946.3784 | 196927.8877 | 4319126.6978 | -7285845.043 | 11604971.7408 |
Total P&L (%) | 910.8743 | 713.9464 | 196.9279 | 4319.1267 | -7285.845 | 11604.9717 |
Avg Daily Profit (%) | 0.4372 | 0.3427 | 0.0945 | 0.182 | 0 | 0.2289 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141144 | -107911 | -57668 | -16635704 | -13376491 | -7094963 |
Profit Factor | 2.2611 | 2.7089 | 1.6468 | 1.0951 | 0.7488 | 1.7062 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 67 | 28 | 39 | 67 | 28 | 39 |
Losing Trades | 81 | 46 | 35 | 81 | 46 | 35 |
Profitability (%) | 45.2703 | 37.8378 | 52.7027 | 45.2703 | 37.8378 | 52.7027 |
Ratio Avg Win / Avg Loss | 2.7336 | 4.4504 | 1.4779 | 1.3239 | 1.2301 | 1.5312 |
Largest Winning Trade | 327651 | 327651 | 62250 | 7491611 | 7491611 | 7159776 |
Largest Losing Trade | -31572 | -27629 | -31572 | -4670654 | -3294364 | -4670654 |
Avg Bars in Trades | 165 | 138 | 191 | 165 | 138 | 191 |
Avg Bars in Winners | 271 | 239 | 294 | 271 | 239 | 294 |
Avg Bars in Losers | 76 | 77 | 76 | 76 | 77 | 76 |
Bars Traded | 24431 | 10240 | 14191 | 24431 | 10240 | 14191 |
Profit Streak | 0 | 0 | 23.2575 | 0 | 0 | 23.2575 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 465179 | -54762 | -128325 | -109514 | -648299 | -52043 |
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{ "first_band": { "type": "ema", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 78, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 78, "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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