Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 179827.3037 | 225388.0216 | -45560.7179 | -124749.2834 | -124377.7984 | -371.485 |
Total P&L (%) | 179.8273 | 225.388 | -45.5607 | -124.7493 | -124.3778 | -0.3715 |
Avg Daily Profit (%) | 0.1221 | 0.1531 | -0.0309 | 0 | 0 | -0.0003 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -290535 | -133505 | -221745 | -566310 | -529735 | -166050 |
Profit Factor | 1.2415 | 1.5644 | 0.868 | 0.8899 | 0.8381 | 0.999 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 55 | 25 | 30 | 44 | 22 | 22 |
Losing Trades | 35 | 20 | 15 | 46 | 23 | 23 |
Profitability (%) | 61.1111 | 55.5556 | 66.6667 | 48.8889 | 48.8889 | 48.8889 |
Ratio Avg Win / Avg Loss | 0.7901 | 1.2515 | 0.434 | 0.9303 | 0.8762 | 1.0444 |
Largest Winning Trade | 271468 | 271468 | 38148 | 340037 | 340037 | 110912 |
Largest Losing Trade | -161252 | -76059 | -161252 | -410823 | -410823 | -125178 |
Avg Bars in Trades | 191 | 246 | 137 | 191 | 246 | 137 |
Avg Bars in Winners | 134 | 149 | 121 | 165 | 199 | 131 |
Avg Bars in Losers | 282 | 367 | 167 | 216 | 291 | 142 |
Bars Traded | 17267 | 11090 | 6177 | 17267 | 11090 | 6177 |
Profit Streak | 29.5536 | 29.5536 | 33.8036 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29221 | 368859 | -578010 | -580969 | -581144 | -579477 |
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{ "first_band": { "type": "ssf", "factors": { "length": 170, "offset": 0, "poles": 3 } }, "second_band": { "type": "ema", "factors": { "length": 219, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 170, "offset": 0, "poles": 3 } }, "second_band": { "type": "ema", "factors": { "length": 219, "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) |
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