Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5075450.7033 | 4928446.6751 | 147004.0283 | 15306084.4678 | 10324364.7005 | 4981719.7673 |
Total P&L (%) | 5075.4507 | 4928.4467 | 147.004 | 15306.0845 | 10324.3647 | 4981.7198 |
Avg Daily Profit (%) | 2.2823 | 2.2162 | 0.0661 | 0.2268 | 0.2092 | 0.1768 |
Buy And Hold Return (%) | 748.1318 | 748.1318 | 748.1318 | 748.1318 | 748.1318 | 748.1318 |
Max Trade Drawdown | -84360 | -48705 | -80100 | -24296548 | -15192118 | -22947958 |
Profit Factor | 13.9296 | 26.6977 | 1.7322 | 1.1951 | 1.2835 | 1.1186 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 43.1034 | 48.2759 | 37.931 | 43.1034 | 48.2759 | 37.931 |
Ratio Avg Win / Avg Loss | 18.387 | 28.6047 | 2.8346 | 1.5776 | 1.3752 | 1.8304 |
Largest Winning Trade | 4808578 | 4808578 | 51204 | 16794479 | 16794479 | 12977926 |
Largest Losing Trade | -34785 | -28538 | -34785 | -12204595 | -9008284 | -12204595 |
Avg Bars in Trades | 225 | 202 | 247 | 225 | 202 | 247 |
Avg Bars in Winners | 397 | 318 | 497 | 397 | 318 | 497 |
Avg Bars in Losers | 94 | 94 | 94 | 94 | 94 | 94 |
Bars Traded | 13056 | 5880 | 7176 | 13056 | 5880 | 7176 |
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 | -159344 | 789231 | -271910 | -178679 | 265450 | -86145 |
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{ "first_band": { "type": "ema", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 115, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 115, "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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