Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1322101.8217 | 1266852.3164 | 55249.5053 | 2805288.185 | 3841322.4405 | -1036034.2555 |
Total P&L (%) | 1322.1018 | 1266.8523 | 55.2495 | 2805.2882 | 3841.3224 | -1036.0343 |
Avg Daily Profit (%) | 0.7292 | 0.6988 | 0.0305 | 0.186 | 0.2029 | 0 |
Buy And Hold Return (%) | 434.8749 | 434.8749 | 434.8749 | 434.8749 | 434.8749 | 434.8749 |
Max Trade Drawdown | -101924 | -77474 | -75406 | -7137474 | -4763445 | -5281936 |
Profit Factor | 2.8554 | 4.7468 | 1.1475 | 1.1201 | 1.3851 | 0.9225 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Profitability (%) | 35.3448 | 31.0345 | 39.6552 | 35.3448 | 31.0345 | 39.6552 |
Ratio Avg Win / Avg Loss | 5.2233 | 10.5484 | 1.7463 | 2.049 | 3.078 | 1.4039 |
Largest Winning Trade | 761499 | 761499 | 68868 | 4344162 | 4344162 | 2319194 |
Largest Losing Trade | -45493 | -21456 | -45493 | -2353447 | -1201613 | -2353447 |
Avg Bars in Trades | 61 | 59 | 64 | 61 | 59 | 64 |
Avg Bars in Winners | 115 | 114 | 116 | 115 | 114 | 116 |
Avg Bars in Losers | 32 | 34 | 29 | 32 | 34 | 29 |
Bars Traded | 7150 | 3433 | 3717 | 7150 | 3433 | 3717 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343639 | -170987 | -559421 | -85110 | -177931 | -763467 |
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{ "first_band": { "type": "ssf", "factors": { "length": 153, "offset": 0, "poles": 2 } }, "second_band": { "type": "ema", "factors": { "length": 16, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 153, "offset": 0, "poles": 2 } }, "second_band": { "type": "ema", "factors": { "length": 16, "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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