Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 177115.0566 | 218254.1915 | -41139.1349 | 1831576.1483 | 821195.3177 | 1010380.8306 |
Total P&L (%) | 177.1151 | 218.2542 | -41.1391 | 1831.5761 | 821.1953 | 1010.3808 |
Avg Daily Profit (%) | 0.1427 | 0.1758 | -0.0331 | 0.2388 | 0.1791 | 0.1941 |
Buy And Hold Return (%) | 11.5467 | 11.5467 | 11.5467 | 11.5467 | 11.5467 | 11.5467 |
Max Trade Drawdown | -253831 | -49860 | -258142 | -1076698 | -1076698 | -774013 |
Profit Factor | 1.2706 | 2.0819 | 0.9092 | 1.5875 | 1.5174 | 1.6601 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 126 | 61 | 65 | 112 | 55 | 57 |
Losing Trades | 27 | 15 | 12 | 41 | 21 | 20 |
Profitability (%) | 82.3529 | 80.2632 | 84.4156 | 73.2026 | 72.3684 | 74.026 |
Ratio Avg Win / Avg Loss | 0.2723 | 0.5119 | 0.1678 | 0.5811 | 0.5794 | 0.5825 |
Largest Winning Trade | 19310 | 19310 | 16043 | 265996 | 265996 | 265730 |
Largest Losing Trade | -170307 | -49860 | -170307 | -1076698 | -1076698 | -418877 |
Avg Bars in Trades | 30 | 35 | 26 | 30 | 35 | 26 |
Avg Bars in Winners | 14 | 16 | 12 | 20 | 23 | 17 |
Avg Bars in Losers | 106 | 112 | 98 | 58 | 66 | 50 |
Bars Traded | 4686 | 2668 | 2017 | 4686 | 2668 | 2017 |
Profit Streak | 33.2215 | 83.4715 | 33.2215 | 33.2215 | 83.4715 | 33.2215 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 85861 | -35305 | -616867 | 498785 | -37310 | -28938 |
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{ "first_band": { "type": "ssf", "factors": { "length": 8, "offset": 0, "poles": 2 } }, "second_band": { "type": "ema", "factors": { "length": 129, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 8, "offset": 0, "poles": 2 } }, "second_band": { "type": "ema", "factors": { "length": 129, "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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