Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 640379.285 | 535040.4688 | 105338.8162 | 578059.8334 | 125736.2712 | 452323.5622 |
Total P&L (%) | 640.3793 | 535.0405 | 105.3388 | 578.0598 | 125.7363 | 452.3236 |
Avg Daily Profit (%) | 0.2649 | 0.2213 | 0.0436 | 0.0792 | 0.0337 | 0.0707 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90836 | -60950 | -142194 | -1145434 | -688512 | -575656 |
Profit Factor | 1.9788 | 2.7586 | 1.3009 | 1.1859 | 1.0871 | 1.2715 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 40.4255 | 38.2979 | 42.5532 | 40.4255 | 38.2979 | 42.5532 |
Ratio Avg Win / Avg Loss | 2.9161 | 4.4444 | 1.7563 | 1.7477 | 1.7515 | 1.7166 |
Largest Winning Trade | 245699 | 245699 | 69810 | 317199 | 311079 | 317199 |
Largest Losing Trade | -43582 | -26863 | -43582 | -297855 | -149452 | -297855 |
Avg Bars in Trades | 50 | 41 | 58 | 50 | 41 | 58 |
Avg Bars in Winners | 88 | 70 | 105 | 88 | 70 | 105 |
Avg Bars in Losers | 24 | 23 | 24 | 24 | 23 | 24 |
Bars Traded | 4706 | 1939 | 2767 | 4706 | 1939 | 2767 |
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 | 319638 | 324518 | -136323 | -105158 | -275958 | -100312 |
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{ "first_band": { "type": "ema", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 26, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 26, "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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