Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1277081.0532 | 1201105.1508 | 75975.9023 | 454266.7428 | 862908.9437 | -408642.2009 |
Total P&L (%) | 1277.0811 | 1201.1052 | 75.9759 | 454.2667 | 862.9089 | -408.6422 |
Avg Daily Profit (%) | 0.5358 | 0.5039 | 0.0319 | 0.0719 | 0.0951 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114562 | -90379 | -105553 | -2660672 | -1345517 | -1583760 |
Profit Factor | 2.488 | 3.7179 | 1.1825 | 1.0531 | 1.1769 | 0.8886 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 43.9024 | 43.9024 | 43.9024 | 43.9024 | 43.9024 | 43.9024 |
Ratio Avg Win / Avg Loss | 3.1791 | 4.7507 | 1.5109 | 1.3457 | 1.5038 | 1.1354 |
Largest Winning Trade | 909768 | 909768 | 67774 | 1990049 | 1990049 | 846086 |
Largest Losing Trade | -61048 | -61048 | -53119 | -776818 | -776818 | -689789 |
Avg Bars in Trades | 85 | 103 | 67 | 85 | 103 | 67 |
Avg Bars in Winners | 120 | 138 | 103 | 120 | 138 | 103 |
Avg Bars in Losers | 58 | 76 | 39 | 58 | 76 | 39 |
Bars Traded | 7023 | 4245 | 2778 | 7023 | 4245 | 2778 |
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 | 162020 | 545555 | -171335 | -270195 | -92850 | -581446 |
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{ "first_band": { "type": "ssf", "factors": { "length": 203, "offset": 0, "poles": 2 } }, "second_band": { "type": "ema", "factors": { "length": 95, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 203, "offset": 0, "poles": 2 } }, "second_band": { "type": "ema", "factors": { "length": 95, "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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