Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1356093.1655 | 1298455.6116 | 57637.5539 | 4195904.241 | 5564436.4078 | -1368532.1668 |
Total P&L (%) | 1356.0932 | 1298.4556 | 57.6376 | 4195.9042 | 5564.4364 | -1368.5322 |
Avg Daily Profit (%) | 0.7381 | 0.7067 | 0.0314 | 0.2049 | 0.22 | 0 |
Buy And Hold Return (%) | 635.538 | 635.538 | 635.538 | 635.538 | 635.538 | 635.538 |
Max Trade Drawdown | -114653 | -57420 | -68792 | -10959586 | -6411834 | -5970892 |
Profit Factor | 3.5463 | 6.2204 | 1.2031 | 1.1721 | 1.5032 | 0.8973 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 39.5604 | 39.1304 | 40 | 39.5604 | 39.1304 | 40 |
Ratio Avg Win / Avg Loss | 5.418 | 9.6762 | 1.8046 | 1.7906 | 2.3383 | 1.346 |
Largest Winning Trade | 673600 | 673600 | 77218 | 7068816 | 7068816 | 3100925 |
Largest Losing Trade | -36444 | -22064 | -36444 | -1972964 | -1838371 | -1972964 |
Avg Bars in Trades | 79 | 73 | 86 | 79 | 73 | 86 |
Avg Bars in Winners | 129 | 121 | 137 | 129 | 121 | 137 |
Avg Bars in Losers | 47 | 42 | 52 | 47 | 42 | 52 |
Bars Traded | 7244 | 3368 | 3876 | 7244 | 3368 | 3876 |
Profit Streak | 27.8525 | 31.1025 | 0 | 27.8525 | 31.1025 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363326 | 384558 | -319975 | -25612 | 253149 | -582934 |
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{ "first_band": { "type": "ema", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 57, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 57, "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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