Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 516165.0683 | 470556.193 | 45608.8753 | 159426.915 | 278636.4501 | -119209.5351 |
Total P&L (%) | 516.1651 | 470.5562 | 45.6089 | 159.4269 | 278.6365 | -119.2095 |
Avg Daily Profit (%) | 0.2707 | 0.2468 | 0.0239 | 0.05 | 0.0699 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186803 | -126433 | -148321 | -1849632 | -1477590 | -1256073 |
Profit Factor | 1.942 | 2.7004 | 1.1682 | 1.0317 | 1.1058 | 0.9504 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 49.3151 | 50 | 48.6486 | 49.3151 | 50 | 48.6486 |
Ratio Avg Win / Avg Loss | 1.9959 | 2.7004 | 1.233 | 1.0603 | 1.1058 | 1.0032 |
Largest Winning Trade | 310818 | 310818 | 57639 | 1004969 | 1004969 | 537341 |
Largest Losing Trade | -42594 | -28228 | -42594 | -428896 | -428896 | -281510 |
Avg Bars in Trades | 101 | 86 | 115 | 101 | 86 | 115 |
Avg Bars in Winners | 138 | 104 | 172 | 138 | 104 | 172 |
Avg Bars in Losers | 65 | 69 | 60 | 65 | 69 | 60 |
Bars Traded | 7390 | 3129 | 4262 | 7390 | 3129 | 4262 |
Profit Streak | 35.2344 | 0 | 39.7344 | 35.2344 | 0 | 39.7344 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63671 | 474144 | -198170 | -387818 | -203781 | -579083 |
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{ "first_band": { "type": "ema", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 78, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 78, "offset": 0, "poles": 3 } } }
# | 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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