Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -673761.5749 | 151629.9971 | -825391.5721 | -105533.7446 | -4010068.4831 | 3904534.7385 |
Total P&L (%) | -673.7616 | 151.63 | -825.3916 | -105.5337 | -4010.0685 | 3904.5347 |
Avg Daily Profit (%) | -0.3708 | 0.0835 | -0.4543 | 0 | 0 | 0.2033 |
Buy And Hold Return (%) | 597.2605 | 597.2605 | 597.2605 | 597.2605 | 597.2605 | 597.2605 |
Max Trade Drawdown | -790354 | -111822 | -885961 | -10493007 | -8435781 | -2876358 |
Profit Factor | 0.5673 | 1.4259 | 0.3128 | 0.9952 | 0.6781 | 1.4066 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 60 | 32 | 28 | 51 | 27 | 24 |
Losing Trades | 39 | 18 | 21 | 48 | 23 | 25 |
Profitability (%) | 60.6061 | 64 | 57.1429 | 51.5152 | 54 | 48.9796 |
Ratio Avg Win / Avg Loss | 0.3687 | 0.8021 | 0.2346 | 0.9367 | 0.5777 | 1.4652 |
Largest Winning Trade | 57471 | 57471 | 45113 | 6910858 | 2116115 | 6910858 |
Largest Losing Trade | -578406 | -68170 | -578406 | -7145223 | -7145223 | -2876358 |
Avg Bars in Trades | 107 | 105 | 109 | 107 | 105 | 109 |
Avg Bars in Winners | 80 | 82 | 79 | 111 | 112 | 109 |
Avg Bars in Losers | 148 | 146 | 149 | 103 | 97 | 108 |
Bars Traded | 10631 | 5280 | 5351 | 10631 | 5280 | 5351 |
Profit Streak | 12.6843 | 66.5177 | 0 | 0 | 0 | 156.1843 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578526 | -425398 | -579755 | -580317 | -760314 | 343616 |
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{ "first_band": { "type": "ema", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 83, "offset": 103, "poles": 2 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 83, "offset": 103, "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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