Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165375.9976 | 78399.3948 | 86976.6028 | 196862.7657 | 81752.7339 | 115110.0318 |
Total P&L (%) | 165.376 | 78.3994 | 86.9766 | 196.8628 | 81.7527 | 115.11 |
Avg Daily Profit (%) | 0.3175 | 0.1505 | 0.167 | 0.2091 | 0.1148 | 0.1472 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70720 | -45799 | -63658 | -95521 | -71981 | -73416 |
Profit Factor | 1.3146 | 1.2707 | 1.3686 | 1.2328 | 1.1763 | 1.3014 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 97 | 46 | 51 | 97 | 46 | 51 |
Losing Trades | 117 | 61 | 56 | 117 | 61 | 56 |
Profitability (%) | 45.3271 | 42.9907 | 47.6636 | 45.3271 | 42.9907 | 47.6636 |
Ratio Avg Win / Avg Loss | 1.5857 | 1.6851 | 1.5027 | 1.487 | 1.5599 | 1.429 |
Largest Winning Trade | 25708 | 25708 | 22733 | 46206 | 46206 | 33494 |
Largest Losing Trade | -25463 | -25463 | -15065 | -35920 | -35920 | -31715 |
Avg Bars in Trades | 115 | 124 | 107 | 115 | 124 | 107 |
Avg Bars in Winners | 145 | 159 | 132 | 145 | 159 | 132 |
Avg Bars in Losers | 91 | 97 | 84 | 91 | 97 | 84 |
Bars Traded | 24759 | 13282 | 11477 | 24759 | 13282 | 11477 |
Profit Streak | 0 | 10.1134 | 0 | 0 | 10.1134 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311187 | 191194 | 259426 | 219837 | -68100 | 63914 |
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{ "first_band": { "type": "ssf", "factors": { "length": 206, "offset": 0, "poles": 3 } }, "second_band": { "type": "ema", "factors": { "length": 152, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 206, "offset": 0, "poles": 3 } }, "second_band": { "type": "ema", "factors": { "length": 152, "offset": 0 } } }
# | 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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