Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 221159.9239 | 180268.9008 | 40891.0231 | 305895.7048 | 212473.4495 | 93422.2553 |
Total P&L (%) | 221.1599 | 180.2689 | 40.891 | 305.8957 | 212.4735 | 93.4223 |
Avg Daily Profit (%) | 0.4246 | 0.3461 | 0.0785 | 0.2693 | 0.219 | 0.1267 |
Buy And Hold Return (%) | 49.9152 | 49.9152 | 49.9152 | 49.9152 | 49.9152 | 49.9152 |
Max Trade Drawdown | -50349 | -41090 | -47576 | -316285 | -254545 | -254968 |
Profit Factor | 1.5309 | 1.9079 | 1.1875 | 1.1742 | 1.2413 | 1.1068 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Losing Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Profitability (%) | 46.8182 | 46.3636 | 47.2727 | 46.8182 | 46.3636 | 47.2727 |
Ratio Avg Win / Avg Loss | 1.739 | 2.2071 | 1.3246 | 1.3338 | 1.436 | 1.2345 |
Largest Winning Trade | 120750 | 120750 | 25411 | 205228 | 205228 | 115052 |
Largest Losing Trade | -12333 | -12333 | -10266 | -65915 | -65915 | -62468 |
Avg Bars in Trades | 111 | 108 | 115 | 111 | 108 | 115 |
Avg Bars in Winners | 154 | 153 | 155 | 154 | 153 | 155 |
Avg Bars in Losers | 74 | 68 | 80 | 74 | 68 | 80 |
Bars Traded | 24623 | 11882 | 12741 | 24623 | 11882 | 12741 |
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 | 347501 | 276494 | -270020 | -21886 | 117727 | -136549 |
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{ "first_band": { "type": "ema", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 126, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 126, "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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