Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375752.5817 | 325016.4098 | 50736.1719 | 180607.3742 | 129051.1572 | 51556.217 |
Total P&L (%) | 375.7526 | 325.0164 | 50.7362 | 180.6074 | 129.0512 | 51.5562 |
Avg Daily Profit (%) | 0.1504 | 0.1301 | 0.0203 | 0.0413 | 0.0332 | 0.0166 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80149 | -49392 | -125367 | -221422 | -132307 | -161272 |
Profit Factor | 1.5406 | 2.2267 | 1.118 | 1.1467 | 1.2325 | 1.0763 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 54.717 | 50.9434 | 58.4906 | 54.717 | 50.9434 | 58.4906 |
Ratio Avg Win / Avg Loss | 1.275 | 2.1442 | 0.7934 | 0.949 | 1.1869 | 0.7638 |
Largest Winning Trade | 96364 | 96364 | 57291 | 113863 | 113863 | 110413 |
Largest Losing Trade | -56174 | -27170 | -56174 | -78852 | -71383 | -78852 |
Avg Bars in Trades | 138 | 125 | 152 | 138 | 125 | 152 |
Avg Bars in Winners | 158 | 147 | 167 | 158 | 147 | 167 |
Avg Bars in Losers | 115 | 103 | 130 | 115 | 103 | 130 |
Bars Traded | 14728 | 6657 | 8071 | 14728 | 6657 | 8071 |
Profit Streak | 13.7802 | 0 | 69.4469 | 13.7802 | 0 | 69.4469 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368763 | -195101 | -437031 | -197049 | -328843 | -487723 |
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{ "first_band": { "type": "ema", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 141, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 141, "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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