Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1172225.8187 | 1171080.7032 | 1145.1155 | 1253115.4968 | 4772495.1706 | -3519379.6737 |
Total P&L (%) | 1172.2258 | 1171.0807 | 1.1451 | 1253.1155 | 4772.4952 | -3519.3797 |
Avg Daily Profit (%) | 0.6514 | 0.6508 | 0.0006 | 0.1449 | 0.2162 | 0 |
Buy And Hold Return (%) | 786.8976 | 786.8976 | 786.8976 | 786.8976 | 786.8976 | 786.8976 |
Max Trade Drawdown | -126617 | -62296 | -133598 | -3675415 | -2111435 | -3873755 |
Profit Factor | 3.1168 | 6.7706 | 1.0033 | 1.1073 | 2.1626 | 0.535 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 59.2105 | 63.1579 | 55.2632 | 59.2105 | 63.1579 | 55.2632 |
Ratio Avg Win / Avg Loss | 2.1471 | 3.9495 | 0.8122 | 0.7628 | 1.2615 | 0.4331 |
Largest Winning Trade | 842415 | 842415 | 68638 | 1685019 | 1685019 | 1044129 |
Largest Losing Trade | -58821 | -58821 | -52272 | -1367842 | -1102337 | -1367842 |
Avg Bars in Trades | 138 | 137 | 140 | 138 | 137 | 140 |
Avg Bars in Winners | 160 | 144 | 179 | 160 | 144 | 179 |
Avg Bars in Losers | 107 | 125 | 91 | 107 | 125 | 91 |
Bars Traded | 10562 | 5229 | 5333 | 10562 | 5229 | 5333 |
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 | -47887 | 297071 | -575644 | -165259 | 441879 | -580082 |
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{ "first_band": { "type": "ema", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 196, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 196, "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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