Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 636492.7922 | 409255.2628 | 227237.5294 | 2078107.9246 | -793927.1464 | 2872035.071 |
Total P&L (%) | 636.4928 | 409.2553 | 227.2375 | 2078.1079 | -793.9271 | 2872.0351 |
Avg Daily Profit (%) | 0.3617 | 0.2326 | 0.1291 | 0.1752 | 0 | 0.1929 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128482 | -67812 | -62636 | -4200090 | -2920774 | -1626827 |
Profit Factor | 1.8247 | 2.0469 | 1.5966 | 1.1457 | 0.9023 | 1.4684 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Profitability (%) | 55.3191 | 51.4286 | 59.1549 | 55.3191 | 51.4286 | 59.1549 |
Ratio Avg Win / Avg Loss | 1.4738 | 1.9332 | 1.1024 | 0.9254 | 0.8522 | 1.0139 |
Largest Winning Trade | 149707 | 149707 | 53286 | 1586284 | 1586284 | 993259 |
Largest Losing Trade | -48521 | -35103 | -48521 | -1895243 | -1895243 | -1094871 |
Avg Bars in Trades | 74 | 61 | 86 | 74 | 61 | 86 |
Avg Bars in Winners | 70 | 47 | 89 | 70 | 47 | 89 |
Avg Bars in Losers | 78 | 76 | 81 | 78 | 76 | 81 |
Bars Traded | 10439 | 4317 | 6122 | 10439 | 4317 | 6122 |
Profit Streak | 14.6064 | 0 | 55.4398 | 14.6064 | 0 | 55.4398 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483252 | -82204 | -103239 | -52406 | -674773 | -75421 |
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{ "first_band": { "type": "ema", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 132, "offset": 0, "poles": 2 } } }
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# | 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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