Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 60590.4118 | -4756.2277 | 65346.6395 | 48104.6976 | -16961.0289 | 65065.7264 |
Total P&L (%) | 60.5904 | -4.7562 | 65.3466 | 48.1047 | -16.961 | 65.0657 |
Avg Daily Profit (%) | 0.2327 | -0.0183 | 0.2509 | 0.1509 | -0.0713 | 0.1926 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38013 | -33834 | -25749 | -51845 | -38353 | -34708 |
Profit Factor | 1.229 | 0.9721 | 1.6938 | 1.1513 | 0.9161 | 1.562 |
Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
Winning Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 69.3023 | 68.5185 | 70.0935 | 69.3023 | 68.5185 | 70.0935 |
Ratio Avg Win / Avg Loss | 0.5444 | 0.4466 | 0.7227 | 0.51 | 0.4209 | 0.6665 |
Largest Winning Trade | 12330 | 10428 | 12330 | 13806 | 12313 | 13806 |
Largest Losing Trade | -29485 | -29485 | -14344 | -31216 | -31216 | -19092 |
Avg Bars in Trades | 114 | 115 | 113 | 114 | 115 | 113 |
Avg Bars in Winners | 67 | 62 | 72 | 67 | 62 | 72 |
Avg Bars in Losers | 219 | 231 | 207 | 219 | 231 | 207 |
Bars Traded | 24573 | 12475 | 12098 | 24573 | 12475 | 12098 |
Profit Streak | 5.5692 | 5.5692 | 18.4754 | 5.5692 | 5.5692 | 18.4754 |
Trades During Streak | 8 | 4 | 7 | 8 | 4 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331793 | -578104 | 397231 | -46153 | -578104 | 363752 |
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{ "first_band": { "type": "ssf", "factors": { "length": 32, "offset": 0, "poles": 2 } }, "second_band": { "type": "ema", "factors": { "length": 24, "offset": 175 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 32, "offset": 0, "poles": 2 } }, "second_band": { "type": "ema", "factors": { "length": 24, "offset": 175 } } }
# | 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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