Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 802315.304 | 667094.051 | 135221.2529 | 6585852.8756 | 2875567.4106 | 3710285.465 |
Total P&L (%) | 802.3153 | 667.0941 | 135.2213 | 6585.8529 | 2875.5674 | 3710.2855 |
Avg Daily Profit (%) | 0.3851 | 0.3202 | 0.0649 | 0.2019 | 0.163 | 0.1749 |
Buy And Hold Return (%) | 257.8348 | 257.8348 | 257.8348 | 257.8348 | 257.8348 | 257.8348 |
Max Trade Drawdown | -86875 | -69749 | -103785 | -6241779 | -4979145 | -2336209 |
Profit Factor | 2.5284 | 3.5435 | 1.5148 | 1.2717 | 1.1912 | 1.4032 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 51.4563 | 50 | 52.9412 | 51.4563 | 50 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.3853 | 3.5435 | 1.3465 | 1.1997 | 1.1912 | 1.2473 |
Largest Winning Trade | 240539 | 240539 | 59163 | 3302652 | 3302652 | 2986007 |
Largest Losing Trade | -44887 | -22468 | -44887 | -1407591 | -1407591 | -1014988 |
Avg Bars in Trades | 239 | 215 | 263 | 239 | 215 | 263 |
Avg Bars in Winners | 332 | 297 | 365 | 332 | 297 | 365 |
Avg Bars in Losers | 141 | 134 | 149 | 141 | 134 | 149 |
Bars Traded | 24680 | 11221 | 13458 | 24680 | 11221 | 13458 |
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 | 428075 | -167741 | -450320 | 303401 | -182555 | -171136 |
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{ "first_band": { "type": "ema", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 228, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 228, "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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