Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285000.2652 | 103268.9334 | 181731.3318 | 624026.5309 | 90939.3986 | 533087.1323 |
Total P&L (%) | 285.0003 | 103.2689 | 181.7313 | 624.0265 | 90.9394 | 533.0871 |
Avg Daily Profit (%) | 0.2565 | 0.0929 | 0.1635 | 0.1783 | 0.0582 | 0.1662 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38374 | -40809 | -38243 | -210969 | -311139 | -195169 |
Profit Factor | 1.7477 | 1.5643 | 1.9171 | 1.3895 | 1.1134 | 1.6662 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 91 | 41 | 50 | 91 | 41 | 50 |
Losing Trades | 64 | 37 | 27 | 64 | 37 | 27 |
Profitability (%) | 58.7097 | 52.5641 | 64.9351 | 58.7097 | 52.5641 | 64.9351 |
Ratio Avg Win / Avg Loss | 1.2292 | 1.4117 | 1.0352 | 0.9772 | 1.0048 | 0.8998 |
Largest Winning Trade | 88924 | 88924 | 20358 | 228652 | 228652 | 115458 |
Largest Losing Trade | -31135 | -13037 | -31135 | -118210 | -101296 | -118210 |
Avg Bars in Trades | 84 | 67 | 101 | 84 | 67 | 101 |
Avg Bars in Winners | 97 | 75 | 115 | 97 | 75 | 115 |
Avg Bars in Losers | 65 | 59 | 75 | 65 | 59 | 75 |
Bars Traded | 13063 | 5279 | 7784 | 13063 | 5279 | 7784 |
Profit Streak | 0 | 0 | 17.467 | 0 | 0 | 17.467 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440893 | -101334 | -29338 | 315269 | -245115 | -31049 |
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{ "first_band": { "type": "ema", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 90, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 90, "offset": 0, "poles": 3 } } }
# | 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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