Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358427.131 | 352579.8424 | 5847.2885 | 27052.2819 | 249212.9468 | -222160.6649 |
Total P&L (%) | 358.4271 | 352.5798 | 5.8473 | 27.0523 | 249.2129 | -222.1607 |
Avg Daily Profit (%) | 0.1525 | 0.1501 | 0.0025 | 0.0102 | 0.0532 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133487 | -75675 | -116966 | -407669 | -217177 | -332526 |
Profit Factor | 1.5884 | 2.1539 | 1.0193 | 1.0189 | 1.3764 | 0.7102 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 47.1154 | 46.1538 | 48.0769 | 47.1154 | 46.1538 | 48.0769 |
Ratio Avg Win / Avg Loss | 1.7829 | 2.5129 | 1.1008 | 1.1437 | 1.6058 | 0.767 |
Largest Winning Trade | 223735 | 223735 | 57347 | 261233 | 261233 | 123267 |
Largest Losing Trade | -51594 | -39661 | -51594 | -221576 | -95639 | -221576 |
Avg Bars in Trades | 65 | 62 | 68 | 65 | 62 | 68 |
Avg Bars in Winners | 98 | 82 | 113 | 98 | 82 | 113 |
Avg Bars in Losers | 35 | 44 | 26 | 35 | 44 | 26 |
Bars Traded | 6788 | 3236 | 3552 | 6788 | 3236 | 3552 |
Profit Streak | 0 | 0 | 77.3198 | 0 | 0 | 77.3198 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335807 | -170259 | -734849 | -383135 | -301715 | -761023 |
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{ "first_band": { "type": "ema", "factors": { "length": 6, "offset": 141 } }, "second_band": { "type": "ssf", "factors": { "length": 107, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 6, "offset": 141 } }, "second_band": { "type": "ssf", "factors": { "length": 107, "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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