Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383297.6524 | 393292.4623 | -9994.81 | 152979.6654 | 277942.387 | -124962.7217 |
Total P&L (%) | 383.2977 | 393.2925 | -9.9948 | 152.9797 | 277.9424 | -124.9627 |
Avg Daily Profit (%) | 0.2716 | 0.2787 | -0.0071 | 0.0658 | 0.0943 | 0 |
Buy And Hold Return (%) | 46.7993 | 46.7993 | 46.7993 | 46.7993 | 46.7993 | 46.7993 |
Max Trade Drawdown | -103044 | -122679 | -70165 | -288180 | -232135 | -171358 |
Profit Factor | 1.8656 | 2.5606 | 0.9476 | 1.1613 | 1.5267 | 0.7028 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 39.3443 | 38.7097 | 40 | 39.3443 | 38.7097 | 40 |
Ratio Avg Win / Avg Loss | 2.8762 | 4.0543 | 1.4214 | 1.7904 | 2.4173 | 1.0542 |
Largest Winning Trade | 183766 | 183766 | 50721 | 225716 | 225716 | 74857 |
Largest Losing Trade | -35340 | -35340 | -32395 | -120823 | -85455 | -120823 |
Avg Bars in Trades | 259 | 247 | 272 | 259 | 247 | 272 |
Avg Bars in Winners | 346 | 362 | 329 | 346 | 362 | 329 |
Avg Bars in Losers | 203 | 175 | 234 | 203 | 175 | 234 |
Bars Traded | 15852 | 7680 | 8171 | 15852 | 7680 | 8171 |
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 | -158647 | 314816 | -583047 | -320322 | -69695 | -583047 |
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{ "first_band": { "type": "ema", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 247, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 247, "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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