Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 451614.3238 | 442378.766 | 9235.5577 | 71716.1487 | -67677.7381 | 139393.8868 |
Total P&L (%) | 451.6143 | 442.3788 | 9.2356 | 71.7161 | -67.6777 | 139.3939 |
Avg Daily Profit (%) | 0.2354 | 0.2306 | 0.0048 | 0.0282 | -0.0589 | 0.0455 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176495 | -118444 | -102946 | -1325812 | -1088997 | -557962 |
Profit Factor | 1.8188 | 2.5752 | 1.0341 | 1.0189 | 0.9687 | 1.0853 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 43.2836 | 45.4545 | 41.1765 | 43.2836 | 45.4545 | 41.1765 |
Ratio Avg Win / Avg Loss | 2.3832 | 3.0902 | 1.4773 | 1.3351 | 1.1624 | 1.5504 |
Largest Winning Trade | 264724 | 264724 | 56115 | 633073 | 633073 | 363122 |
Largest Losing Trade | -32242 | -27789 | -32242 | -305859 | -305859 | -209318 |
Avg Bars in Trades | 166 | 138 | 194 | 166 | 138 | 194 |
Avg Bars in Winners | 255 | 193 | 321 | 255 | 193 | 321 |
Avg Bars in Losers | 98 | 91 | 105 | 98 | 91 | 105 |
Bars Traded | 11167 | 4564 | 6603 | 11167 | 4564 | 6603 |
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 | -112515 | 396013 | -538615 | -478860 | -580903 | -261186 |
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{ "first_band": { "type": "ema", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 99, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 99, "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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