Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1595461.265 | 1659280.372 | -63819.107 | -76096.6702 | 2061297.7161 | -2137394.3863 |
Total P&L (%) | 1595.4613 | 1659.2804 | -63.8191 | -76.0967 | 2061.2977 | -2137.3944 |
Avg Daily Profit (%) | 0.7056 | 0.7339 | -0.0282 | -0.0633 | 0.136 | 0 |
Buy And Hold Return (%) | 265.3226 | 265.3226 | 265.3226 | 265.3226 | 265.3226 | 265.3226 |
Max Trade Drawdown | -194823 | -120056 | -200399 | -2177320 | -386348 | -2236414 |
Profit Factor | 3.0212 | 5.5286 | 0.8491 | 0.9796 | 3.2009 | 0.2365 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 30.8411 | 25.9259 | 35.8491 | 30.8411 | 25.9259 | 35.8491 |
Ratio Avg Win / Avg Loss | 6.7748 | 15.7961 | 1.5195 | 2.1968 | 9.1454 | 0.4232 |
Largest Winning Trade | 1280991 | 1280991 | 60530 | 2035877 | 2035877 | 420437 |
Largest Losing Trade | -97043 | -29264 | -97043 | -1367184 | -257435 | -1367184 |
Avg Bars in Trades | 40 | 34 | 46 | 40 | 34 | 46 |
Avg Bars in Winners | 91 | 83 | 97 | 91 | 83 | 97 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 4287 | 1842 | 2444 | 4287 | 1842 | 2444 |
Profit Streak | 0 | 0 | 51.7124 | 0 | 0 | 51.7124 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371033 | -185781 | -762994 | -585166 | -210980 | -765772 |
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{ "first_band": { "type": "ema", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 14, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 14, "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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