Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1317245.4588 | 1068432.7477 | 248812.7111 | 104551289.6397 | 41560944.4381 | 62990345.2017 |
Total P&L (%) | 1317.2455 | 1068.4327 | 248.8127 | 104551.2896 | 41560.9444 | 62990.3452 |
Avg Daily Profit (%) | 0.6325 | 0.5131 | 0.1195 | 0.3344 | 0.2901 | 0.3101 |
Buy And Hold Return (%) | 435.5544 | 435.5544 | 435.5544 | 435.5544 | 435.5544 | 435.5544 |
Max Trade Drawdown | -99107 | -68135 | -64812 | -99068986 | -76065581 | -65452522 |
Profit Factor | 2.3165 | 3.3527 | 1.4554 | 1.1781 | 1.1435 | 1.2118 |
Total Trades | 285 | 143 | 142 | 285 | 143 | 142 |
Winning Trades | 155 | 79 | 76 | 155 | 79 | 76 |
Losing Trades | 130 | 64 | 66 | 130 | 64 | 66 |
Profitability (%) | 54.386 | 55.2448 | 53.5211 | 54.386 | 55.2448 | 53.5211 |
Ratio Avg Win / Avg Loss | 1.9429 | 2.7161 | 1.2639 | 0.9881 | 0.9263 | 1.0524 |
Largest Winning Trade | 350147 | 350147 | 47802 | 59953880 | 59953880 | 33315989 |
Largest Losing Trade | -37108 | -33951 | -37108 | -48945525 | -34043865 | -48945525 |
Avg Bars in Trades | 87 | 82 | 91 | 87 | 82 | 91 |
Avg Bars in Winners | 103 | 94 | 113 | 103 | 94 | 113 |
Avg Bars in Losers | 67 | 69 | 66 | 67 | 69 | 66 |
Bars Traded | 24847 | 11861 | 12986 | 24847 | 11861 | 12986 |
Profit Streak | 0 | 0 | 15.514 | 0 | 0 | 15.514 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 544153 | 495360 | -197386 | -15067 | -55083 | 337810 |
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{ "first_band": { "type": "ema", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 113, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 113, "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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