Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1049353.817 | 1025710.0244 | 23643.7926 | 558866.9079 | 539929.5593 | 18937.3487 |
Total P&L (%) | 1049.3538 | 1025.71 | 23.6438 | 558.8669 | 539.9296 | 18.9373 |
Avg Daily Profit (%) | 0.588 | 0.5747 | 0.0132 | 0.1057 | 0.1041 | 0.0097 |
Buy And Hold Return (%) | 353.5354 | 353.5354 | 353.5354 | 353.5354 | 353.5354 | 353.5354 |
Max Trade Drawdown | -84920 | -90227 | -175321 | -807911 | -927228 | -791177 |
Profit Factor | 2.668 | 4.6593 | 1.0678 | 1.141 | 1.2692 | 1.0097 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 44.5783 | 36.5854 | 52.381 | 44.5783 | 36.5854 | 52.381 |
Ratio Avg Win / Avg Loss | 3.3169 | 8.0761 | 0.9707 | 1.4185 | 2.2 | 0.9179 |
Largest Winning Trade | 752629 | 752629 | 71605 | 904083 | 904083 | 361894 |
Largest Losing Trade | -71977 | -31347 | -71977 | -629677 | -311707 | -629677 |
Avg Bars in Trades | 247 | 202 | 292 | 247 | 202 | 292 |
Avg Bars in Winners | 367 | 322 | 398 | 367 | 322 | 398 |
Avg Bars in Losers | 151 | 132 | 175 | 151 | 132 | 175 |
Bars Traded | 20567 | 8288 | 12278 | 20567 | 8288 | 12278 |
Profit Streak | 0 | 36.9245 | 0 | 0 | 36.9245 | 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 | 357037 | 394195 | -488201 | -129998 | -67312 | -556836 |
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{ "first_band": { "type": "ema", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 225, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 225, "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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