Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86889.9359 | 52659.5455 | 34230.3904 | 79374.3176 | 63355.4956 | 16018.822 |
Total P&L (%) | 86.8899 | 52.6595 | 34.2304 | 79.3743 | 63.3555 | 16.0188 |
Avg Daily Profit (%) | 0.6255 | 0.3791 | 0.2464 | 0.4215 | 0.3539 | 0.107 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46748 | -20248 | -38003 | -68219 | -27428 | -61923 |
Profit Factor | 1.4506 | 1.6899 | 1.2939 | 1.3175 | 1.7106 | 1.0996 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 61.8557 | 60.4167 | 63.2653 | 61.8557 | 60.4167 | 63.2653 |
Ratio Avg Win / Avg Loss | 0.8946 | 1.1072 | 0.7513 | 0.8125 | 1.1208 | 0.6385 |
Largest Winning Trade | 20954 | 20954 | 13822 | 23012 | 23012 | 15784 |
Largest Losing Trade | -37550 | -18077 | -37550 | -59168 | -22377 | -59168 |
Avg Bars in Trades | 131 | 134 | 129 | 131 | 134 | 129 |
Avg Bars in Winners | 122 | 125 | 119 | 122 | 125 | 119 |
Avg Bars in Losers | 146 | 148 | 145 | 146 | 148 | 145 |
Bars Traded | 12773 | 6449 | 6323 | 12773 | 6449 | 6323 |
Profit Streak | 138.7464 | 145.9443 | 138.7464 | 138.7464 | 145.9443 | 138.7464 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416534 | 400559 | 153624 | 324480 | 419924 | -171691 |
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{ "first_band": { "type": "ssf", "factors": { "length": 191, "offset": 0, "poles": 2 } }, "second_band": { "type": "ema", "factors": { "length": 162, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 191, "offset": 0, "poles": 2 } }, "second_band": { "type": "ema", "factors": { "length": 162, "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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