Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 677326.686 | 627967.925 | 49358.761 | 178393.3239 | -148163.6715 | 326556.9954 |
Total P&L (%) | 677.3267 | 627.9679 | 49.3588 | 178.3933 | -148.1637 | 326.557 |
Avg Daily Profit (%) | 0.3485 | 0.3231 | 0.0254 | 0.0527 | 0 | 0.0747 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127288 | -116478 | -81105 | -625014 | -505309 | -284214 |
Profit Factor | 1.7199 | 2.3806 | 1.1016 | 1.061 | 0.9064 | 1.2437 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 51 | 18 | 33 | 51 | 18 | 33 |
Losing Trades | 86 | 50 | 36 | 86 | 50 | 36 |
Profitability (%) | 37.2263 | 26.4706 | 47.8261 | 37.2263 | 26.4706 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.9002 | 6.6127 | 1.2017 | 1.7892 | 2.5177 | 1.3568 |
Largest Winning Trade | 382660 | 382660 | 52900 | 383521 | 383521 | 179863 |
Largest Losing Trade | -52237 | -19588 | -52237 | -147715 | -113126 | -147715 |
Avg Bars in Trades | 84 | 76 | 90 | 84 | 76 | 90 |
Avg Bars in Winners | 145 | 156 | 140 | 145 | 156 | 140 |
Avg Bars in Losers | 47 | 48 | 45 | 47 | 48 | 45 |
Bars Traded | 11508 | 5235 | 6273 | 11508 | 5235 | 6273 |
Profit Streak | 26.3819 | 0 | 37.5485 | 26.3819 | 0 | 37.5485 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306122 | -119167 | -371401 | -278879 | -710791 | -195779 |
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{ "first_band": { "type": "ssf", "factors": { "length": 161, "offset": 0, "poles": 3 } }, "second_band": { "type": "ema", "factors": { "length": 42, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 161, "offset": 0, "poles": 3 } }, "second_band": { "type": "ema", "factors": { "length": 42, "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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