Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387605.8842 | 350534.9103 | 37070.9739 | -23461.7177 | -73439.7777 | 49978.06 |
Total P&L (%) | 387.6059 | 350.5349 | 37.071 | -23.4617 | -73.4398 | 49.9781 |
Avg Daily Profit (%) | 0.1861 | 0.1683 | 0.0178 | -0.0128 | -0.0636 | 0.0195 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198422 | -146420 | -258592 | -597687 | -593320 | -336067 |
Profit Factor | 1.2803 | 1.5092 | 1.0534 | 0.9927 | 0.9574 | 1.0339 |
Total Trades | 251 | 126 | 125 | 251 | 126 | 125 |
Winning Trades | 117 | 51 | 66 | 117 | 51 | 66 |
Losing Trades | 134 | 75 | 59 | 134 | 75 | 59 |
Profitability (%) | 46.6135 | 40.4762 | 52.8 | 46.6135 | 40.4762 | 52.8 |
Ratio Avg Win / Avg Loss | 1.4664 | 2.2194 | 0.9417 | 1.1369 | 1.4079 | 0.9243 |
Largest Winning Trade | 166856 | 166856 | 41986 | 208018 | 208018 | 112147 |
Largest Losing Trade | -58047 | -32097 | -58047 | -181407 | -181407 | -130979 |
Avg Bars in Trades | 99 | 104 | 93 | 99 | 104 | 93 |
Avg Bars in Winners | 117 | 130 | 107 | 117 | 130 | 107 |
Avg Bars in Losers | 82 | 86 | 77 | 82 | 86 | 77 |
Bars Traded | 24855 | 13157 | 11698 | 24855 | 13157 | 11698 |
Profit Streak | 36.1637 | 36.4971 | 36.1637 | 36.1637 | 36.4971 | 36.1637 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320388 | 248031 | -334326 | -577677 | -582044 | -352402 |
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{ "first_band": { "type": "ssf", "factors": { "length": 177, "offset": 0, "poles": 3 } }, "second_band": { "type": "ema", "factors": { "length": 134, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 177, "offset": 0, "poles": 3 } }, "second_band": { "type": "ema", "factors": { "length": 134, "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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