Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 640547.39 | 485373.6783 | 155173.7117 | 1495771.731 | 92230.0435 | 1403541.6875 |
Total P&L (%) | 640.5474 | 485.3737 | 155.1737 | 1495.7717 | 92.23 | 1403.5417 |
Avg Daily Profit (%) | 0.2725 | 0.2065 | 0.066 | 0.1179 | 0.0278 | 0.1154 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120777 | -57056 | -129829 | -1276540 | -732357 | -678678 |
Profit Factor | 1.9322 | 2.5408 | 1.417 | 1.3737 | 1.0439 | 1.7372 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 50 | 46.6667 | 53.3333 | 50 | 46.6667 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.9322 | 2.9037 | 1.2399 | 1.3737 | 1.1931 | 1.52 |
Largest Winning Trade | 157555 | 157555 | 67992 | 1031736 | 422625 | 1031736 |
Largest Losing Trade | -57288 | -30851 | -57288 | -364176 | -327550 | -364176 |
Avg Bars in Trades | 115 | 96 | 133 | 115 | 96 | 133 |
Avg Bars in Winners | 144 | 120 | 165 | 144 | 120 | 165 |
Avg Bars in Losers | 86 | 75 | 97 | 86 | 75 | 97 |
Bars Traded | 13831 | 5799 | 8032 | 13831 | 5799 | 8032 |
Profit Streak | 55.6466 | 55.6466 | 136.3132 | 55.6466 | 55.6466 | 136.3132 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 505704 | -157394 | -271361 | -32937 | -497841 | -202645 |
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{ "first_band": { "type": "ema", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 97, "offset": 0, "poles": 3 } } }
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# | 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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