Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1009206.0902 | 47819.6382 | -1057025.7283 | -2200108.5223 | -8660144.0543 | 6460035.532 |
Total P&L (%) | -1009.2061 | 47.8196 | -1057.0257 | -2200.1085 | -8660.1441 | 6460.0355 |
Avg Daily Profit (%) | -0.5553 | 0.0263 | -0.5816 | 0 | 0 | 0.2305 |
Buy And Hold Return (%) | 624.3865 | 624.3865 | 624.3865 | 624.3865 | 624.3865 | 624.3865 |
Max Trade Drawdown | -1107360 | -163541 | -1115622 | -19099547 | -13809196 | -6025774 |
Profit Factor | 0.3927 | 1.1619 | 0.2264 | 0.9298 | 0.5308 | 1.5006 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 39 | 20 | 19 | 28 | 13 | 15 |
Losing Trades | 25 | 12 | 13 | 36 | 19 | 17 |
Profitability (%) | 60.9375 | 62.5 | 59.375 | 43.75 | 40.625 | 46.875 |
Ratio Avg Win / Avg Loss | 0.2517 | 0.6971 | 0.1549 | 1.1955 | 0.7757 | 1.7006 |
Largest Winning Trade | 62606 | 62606 | 31817 | 10134296 | 2620193 | 10134296 |
Largest Losing Trade | -541619 | -73194 | -541619 | -11995233 | -11995233 | -4310946 |
Avg Bars in Trades | 83 | 82 | 83 | 83 | 82 | 83 |
Avg Bars in Winners | 41 | 39 | 43 | 86 | 84 | 87 |
Avg Bars in Losers | 148 | 155 | 141 | 80 | 81 | 79 |
Bars Traded | 5324 | 2654 | 2670 | 5324 | 2654 | 2670 |
Profit Streak | 37.0917 | 171.7583 | 37.0917 | 0 | 0 | 0 |
Trades During Streak | 5 | 5 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -721324 | -364607 | -578605 | -725319 | -584456 | 340958 |
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{ "first_band": { "type": "ema", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 203, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 203, "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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