Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405559.2131 | 527249.788 | -121690.5749 | -499889.5976 | -478951.4818 | -20938.1158 |
Total P&L (%) | 405.5592 | 527.2498 | -121.6906 | -499.8896 | -478.9515 | -20.9381 |
Avg Daily Profit (%) | 0.1798 | 0.2338 | -0.054 | 0 | 0 | -0.0104 |
Buy And Hold Return (%) | 155.1913 | 155.1913 | 155.1913 | 155.1913 | 155.1913 | 155.1913 |
Max Trade Drawdown | -318058 | -76585 | -331774 | -1068167 | -929089 | -373105 |
Profit Factor | 1.2635 | 1.7891 | 0.8603 | 0.907 | 0.8324 | 0.9917 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 141 | 68 | 73 | 115 | 61 | 54 |
Losing Trades | 117 | 61 | 56 | 143 | 68 | 75 |
Profitability (%) | 54.6512 | 52.7132 | 56.5891 | 44.5736 | 47.2868 | 41.8605 |
Ratio Avg Win / Avg Loss | 1.0484 | 1.6049 | 0.66 | 1.1278 | 0.9279 | 1.3773 |
Largest Winning Trade | 116627 | 116627 | 49490 | 234479 | 199903 | 234479 |
Largest Losing Trade | -188608 | -43279 | -188608 | -389980 | -389980 | -228777 |
Avg Bars in Trades | 17 | 15 | 18 | 17 | 15 | 18 |
Avg Bars in Winners | 16 | 13 | 19 | 19 | 17 | 20 |
Avg Bars in Losers | 18 | 17 | 18 | 15 | 13 | 17 |
Bars Traded | 4454 | 2041 | 2413 | 4454 | 2041 | 2413 |
Profit Streak | 38.1223 | 0 | 75.6223 | 0 | 46.1223 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 238687 | 337652 | -578485 | -579594 | -581209 | -582210 |
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{ "first_band": { "type": "ema", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 32, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 32, "offset": 0, "poles": 2 } } }
# | 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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