Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112961.2751 | 81319.126 | 31642.1491 | 112867.4005 | 142424.8642 | -29557.4638 |
Total P&L (%) | 112.9613 | 81.3191 | 31.6421 | 112.8674 | 142.4249 | -29.5575 |
Avg Daily Profit (%) | 0.4338 | 0.3123 | 0.1215 | 0.2905 | 0.3406 | -0.1345 |
Buy And Hold Return (%) | 16.9349 | 16.9349 | 16.9349 | 16.9349 | 16.9349 | 16.9349 |
Max Trade Drawdown | -44357 | -19614 | -67068 | -138344 | -49762 | -216140 |
Profit Factor | 1.324 | 1.5113 | 1.1669 | 1.1256 | 1.3699 | 0.9425 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Losing Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Profitability (%) | 73.1618 | 73.5294 | 72.7941 | 73.1618 | 73.5294 | 72.7941 |
Ratio Avg Win / Avg Loss | 0.4857 | 0.5441 | 0.4361 | 0.4129 | 0.4932 | 0.3522 |
Largest Winning Trade | 10748 | 10719 | 10748 | 17637 | 17637 | 16822 |
Largest Losing Trade | -35839 | -17851 | -35839 | -108362 | -41790 | -108362 |
Avg Bars in Trades | 89 | 89 | 90 | 89 | 89 | 90 |
Avg Bars in Winners | 44 | 44 | 43 | 44 | 44 | 43 |
Avg Bars in Losers | 214 | 212 | 216 | 214 | 212 | 216 |
Bars Traded | 24472 | 12131 | 12341 | 24472 | 12131 | 12341 |
Profit Streak | 0 | 0 | 7.1687 | 0 | 0 | 7.1687 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395739 | 296659 | -75170 | -72883 | 328611 | -578730 |
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{ "first_band": { "type": "ssf", "factors": { "length": 39, "offset": 0, "poles": 2 } }, "second_band": { "type": "ema", "factors": { "length": 234, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 39, "offset": 0, "poles": 2 } }, "second_band": { "type": "ema", "factors": { "length": 234, "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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