Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1783949.1835 | 1548709.8114 | 235239.3721 | 110836506.2572 | 73369703.0147 | 37466803.2426 |
Total P&L (%) | 1783.9492 | 1548.7098 | 235.2394 | 110836.5063 | 73369.703 | 37466.8032 |
Avg Daily Profit (%) | 0.713 | 0.619 | 0.094 | 0.2806 | 0.2641 | 0.2372 |
Buy And Hold Return (%) | 323.3141 | 323.3141 | 323.3141 | 323.3141 | 323.3141 | 323.3141 |
Max Trade Drawdown | -90727 | -39162 | -37053 | -116124105 | -60264208 | -55859896 |
Profit Factor | 5.6057 | 9.4588 | 2.1518 | 1.4229 | 1.5265 | 1.3053 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 45.3333 | 36.8421 | 54.0541 | 45.3333 | 36.8421 | 54.0541 |
Ratio Avg Win / Avg Loss | 6.7598 | 16.2151 | 1.829 | 1.7159 | 2.6169 | 1.1095 |
Largest Winning Trade | 920648 | 920648 | 60244 | 67856543 | 67856543 | 58573072 |
Largest Losing Trade | -37053 | -24427 | -37053 | -28578764 | -22114625 | -28578764 |
Avg Bars in Trades | 98 | 90 | 105 | 98 | 90 | 105 |
Avg Bars in Winners | 169 | 185 | 158 | 169 | 185 | 158 |
Avg Bars in Losers | 38 | 35 | 43 | 38 | 35 | 43 |
Bars Traded | 7355 | 3445 | 3910 | 7355 | 3445 | 3910 |
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 | -43418 | 486838 | -228598 | -52419 | 218191 | 324117 |
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{ "first_band": { "type": "ssf", "factors": { "length": 249, "offset": 0, "poles": 2 } }, "second_band": { "type": "ema", "factors": { "length": 13, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 249, "offset": 0, "poles": 2 } }, "second_band": { "type": "ema", "factors": { "length": 13, "offset": 0 } } }
# | 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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