Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 910236.2609 | 820189.7929 | 90046.468 | 268146.4899 | 753868.5303 | -485722.0404 |
Total P&L (%) | 910.2363 | 820.1898 | 90.0465 | 268.1465 | 753.8685 | -485.722 |
Avg Daily Profit (%) | 0.3932 | 0.3543 | 0.0389 | 0.0563 | 0.0927 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124279 | -156968 | -139194 | -1646141 | -1138043 | -1319692 |
Profit Factor | 2.0958 | 2.9348 | 1.2214 | 1.0636 | 1.3729 | 0.7785 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 45.8333 | 36.1111 | 55.5556 | 45.8333 | 36.1111 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.4769 | 5.1923 | 0.9771 | 1.257 | 2.429 | 0.6228 |
Largest Winning Trade | 300357 | 300357 | 63147 | 864072 | 864072 | 374336 |
Largest Losing Trade | -71762 | -56448 | -71762 | -1271582 | -571422 | -1271582 |
Avg Bars in Trades | 63 | 73 | 53 | 63 | 73 | 53 |
Avg Bars in Winners | 78 | 87 | 72 | 78 | 87 | 72 |
Avg Bars in Losers | 50 | 64 | 29 | 50 | 64 | 29 |
Bars Traded | 4545 | 2632 | 1913 | 4545 | 2632 | 1913 |
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 | -71723 | 344062 | -142288 | -353656 | -72575 | -580059 |
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{ "first_band": { "type": "ssf", "factors": { "length": 133, "offset": 0, "poles": 2 } }, "second_band": { "type": "ema", "factors": { "length": 63, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 133, "offset": 0, "poles": 2 } }, "second_band": { "type": "ema", "factors": { "length": 63, "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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