Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3059990.428 | 2833355.3346 | 226635.0934 | 12313485.4531 | 7233964.9688 | 5079520.4843 |
Total P&L (%) | 3059.9904 | 2833.3553 | 226.6351 | 12313.4855 | 7233.965 | 5079.5205 |
Avg Daily Profit (%) | 1.326 | 1.2278 | 0.0982 | 0.2091 | 0.1863 | 0.1712 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113956 | -61698 | -100724 | -28894478 | -17598909 | -21622459 |
Profit Factor | 5.1034 | 8.3938 | 1.6252 | 1.15 | 1.1758 | 1.1241 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 89 | 48 | 41 | 89 | 48 | 41 |
Profitability (%) | 29.3651 | 23.8095 | 34.9206 | 29.3651 | 23.8095 | 34.9206 |
Ratio Avg Win / Avg Loss | 12.2759 | 26.8603 | 3.0288 | 2.7662 | 3.7627 | 2.0948 |
Largest Winning Trade | 2466290 | 2466290 | 81660 | 12934125 | 12934125 | 8940450 |
Largest Losing Trade | -51151 | -30145 | -51151 | -12441504 | -8204947 | -12441504 |
Avg Bars in Trades | 72 | 65 | 80 | 72 | 65 | 80 |
Avg Bars in Winners | 188 | 185 | 190 | 188 | 185 | 190 |
Avg Bars in Losers | 24 | 27 | 22 | 24 | 27 | 22 |
Bars Traded | 9188 | 4100 | 5088 | 9188 | 4100 | 5088 |
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 | 405047 | -159954 | -211610 | -56532 | -200092 | -227984 |
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{ "first_band": { "type": "ssf", "factors": { "length": 243, "offset": 0, "poles": 3 } }, "second_band": { "type": "ema", "factors": { "length": 7, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 243, "offset": 0, "poles": 3 } }, "second_band": { "type": "ema", "factors": { "length": 7, "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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