Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 292699.4342 | 304656.2075 | -11956.7734 | -274758.6641 | -125715.9877 | -149042.6763 |
Total P&L (%) | 292.6994 | 304.6562 | -11.9568 | -274.7587 | -125.716 | -149.0427 |
Avg Daily Profit (%) | 0.1969 | 0.2049 | -0.008 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -291687 | -139922 | -254785 | -901747 | -768172 | -435184 |
Profit Factor | 1.342 | 1.7159 | 0.9722 | 0.8758 | 0.9026 | 0.8383 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 75 | 35 | 40 | 58 | 29 | 29 |
Losing Trades | 48 | 27 | 21 | 65 | 33 | 32 |
Profitability (%) | 60.9756 | 56.4516 | 65.5738 | 47.1545 | 46.7742 | 47.541 |
Ratio Avg Win / Avg Loss | 0.8589 | 1.3237 | 0.5104 | 0.9815 | 1.0271 | 0.9251 |
Largest Winning Trade | 325244 | 325244 | 35515 | 499715 | 499715 | 177174 |
Largest Losing Trade | -203078 | -71786 | -203078 | -502082 | -502082 | -255761 |
Avg Bars in Trades | 143 | 177 | 108 | 143 | 177 | 108 |
Avg Bars in Winners | 108 | 122 | 96 | 135 | 165 | 104 |
Avg Bars in Losers | 197 | 247 | 132 | 150 | 187 | 112 |
Bars Traded | 17619 | 10975 | 6644 | 17619 | 10975 | 6644 |
Profit Streak | 43.4249 | 43.4249 | 91.3416 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342539 | -142552 | -739036 | -581558 | -734546 | -743414 |
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{ "first_band": { "type": "ssf", "factors": { "length": 145, "offset": 0, "poles": 3 } }, "second_band": { "type": "ema", "factors": { "length": 186, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 145, "offset": 0, "poles": 3 } }, "second_band": { "type": "ema", "factors": { "length": 186, "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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