Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257941.4256 | 177688.9119 | 80252.5137 | 230027.4318 | 195397.0001 | 34630.4316 |
Total P&L (%) | 257.9414 | 177.6889 | 80.2525 | 230.0274 | 195.397 | 34.6304 |
Avg Daily Profit (%) | 0.2476 | 0.1706 | 0.077 | 0.1147 | 0.104 | 0.0286 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67494 | -77443 | -56597 | -147249 | -116152 | -93093 |
Profit Factor | 1.319 | 1.4242 | 1.2059 | 1.194 | 1.3173 | 1.0608 |
Total Trades | 309 | 154 | 155 | 309 | 154 | 155 |
Winning Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Losing Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Profitability (%) | 40.7767 | 40.9091 | 40.6452 | 40.7767 | 40.9091 | 40.6452 |
Ratio Avg Win / Avg Loss | 1.9157 | 2.0572 | 1.761 | 1.7342 | 1.9027 | 1.5491 |
Largest Winning Trade | 70744 | 70744 | 21959 | 113660 | 113660 | 44217 |
Largest Losing Trade | -37796 | -22845 | -37796 | -82473 | -50776 | -82473 |
Avg Bars in Trades | 80 | 83 | 77 | 80 | 83 | 77 |
Avg Bars in Winners | 109 | 112 | 107 | 109 | 112 | 107 |
Avg Bars in Losers | 59 | 63 | 56 | 59 | 63 | 56 |
Bars Traded | 24813 | 12825 | 11988 | 24813 | 12825 | 11988 |
Profit Streak | 13.885 | 17.26 | 13.885 | 13.885 | 17.26 | 13.885 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304013 | 237914 | -92247 | -46768 | -55505 | -312767 |
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{ "first_band": { "type": "ssf", "factors": { "length": 197, "offset": 0, "poles": 2 } }, "second_band": { "type": "ema", "factors": { "length": 100, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 197, "offset": 0, "poles": 2 } }, "second_band": { "type": "ema", "factors": { "length": 100, "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) |
---|