Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 639117.3956 | 489471.2931 | 149646.1025 | 3657296.2173 | 734480.1883 | 2922816.029 |
Total P&L (%) | 639.1174 | 489.4713 | 149.6461 | 3657.2962 | 734.4802 | 2922.816 |
Avg Daily Profit (%) | 0.3234 | 0.2477 | 0.0757 | 0.1837 | 0.1074 | 0.1727 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109224 | -76135 | -92397 | -5241434 | -3462048 | -2982757 |
Profit Factor | 2.6978 | 4.3264 | 1.6527 | 1.3563 | 1.1507 | 1.5421 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 44.4444 | 43.75 | 45.1613 | 44.4444 | 43.75 | 45.1613 |
Ratio Avg Win / Avg Loss | 3.3723 | 5.5625 | 2.0068 | 1.6953 | 1.4794 | 1.8726 |
Largest Winning Trade | 119177 | 119177 | 67104 | 2015812 | 1562494 | 2015812 |
Largest Losing Trade | -46272 | -21562 | -46272 | -2691778 | -1219092 | -2691778 |
Avg Bars in Trades | 182 | 154 | 211 | 182 | 154 | 211 |
Avg Bars in Winners | 323 | 270 | 377 | 323 | 270 | 377 |
Avg Bars in Losers | 69 | 65 | 74 | 69 | 65 | 74 |
Bars Traded | 11515 | 4959 | 6556 | 11515 | 4959 | 6556 |
Profit Streak | 0 | 0 | 717.578 | 0 | 0 | 717.578 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139198 | 463207 | -89665 | -144001 | -106406 | 342502 |
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{ "first_band": { "type": "ema", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 71, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 71, "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) |
---|