Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 494681.7825 | 559753.5342 | -65071.7517 | -17663.2206 | 96431.3156 | -114094.5362 |
Total P&L (%) | 494.6818 | 559.7535 | -65.0718 | -17.6632 | 96.4313 | -114.0945 |
Avg Daily Profit (%) | 0.2673 | 0.3024 | -0.0352 | -0.0105 | 0.0365 | 0 |
Buy And Hold Return (%) | 131.489 | 131.489 | 131.489 | 131.489 | 131.489 | 131.489 |
Max Trade Drawdown | -95568 | -60936 | -148227 | -133623 | -100925 | -124090 |
Profit Factor | 1.6076 | 2.8104 | 0.8711 | 0.9752 | 1.3367 | 0.7316 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 48.5149 | 43.1373 | 54 | 48.5149 | 43.1373 | 54 |
Ratio Avg Win / Avg Loss | 1.706 | 3.7046 | 0.7421 | 1.0349 | 1.762 | 0.6232 |
Largest Winning Trade | 309001 | 309001 | 76219 | 90005 | 90005 | 80709 |
Largest Losing Trade | -64508 | -26281 | -64508 | -88277 | -56182 | -88277 |
Avg Bars in Trades | 214 | 204 | 224 | 214 | 204 | 224 |
Avg Bars in Winners | 301 | 299 | 303 | 301 | 299 | 303 |
Avg Bars in Losers | 132 | 132 | 132 | 132 | 132 | 132 |
Bars Traded | 21676 | 10439 | 11237 | 21676 | 10439 | 11237 |
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 | 305885 | -170440 | -760314 | -579420 | -491241 | -760314 |
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{ "first_band": { "type": "ema", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 196, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 196, "offset": 0, "poles": 2 } } }
# | 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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