Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168308.705 | -2978.3091 | 171287.0141 | 51658.6804 | -53007.7332 | 104666.4136 |
Total P&L (%) | 168.3087 | -2.9783 | 171.287 | 51.6587 | -53.0077 | 104.6664 |
Avg Daily Profit (%) | 0.1637 | -0.0029 | 0.1666 | 0.0405 | -0.0734 | 0.0697 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139704 | -73138 | -99464 | -93472 | -79569 | -64912 |
Profit Factor | 1.2057 | 0.9931 | 1.4425 | 1.078 | 0.8588 | 1.3649 |
Total Trades | 229 | 115 | 114 | 229 | 115 | 114 |
Winning Trades | 116 | 55 | 61 | 116 | 55 | 61 |
Losing Trades | 113 | 60 | 53 | 113 | 60 | 53 |
Profitability (%) | 50.655 | 47.8261 | 53.5088 | 50.655 | 47.8261 | 53.5088 |
Ratio Avg Win / Avg Loss | 1.1745 | 1.0834 | 1.2533 | 1.0501 | 0.9369 | 1.1859 |
Largest Winning Trade | 39962 | 39962 | 32987 | 36550 | 36550 | 21586 |
Largest Losing Trade | -26955 | -26955 | -24798 | -31816 | -31816 | -20392 |
Avg Bars in Trades | 106 | 117 | 95 | 106 | 117 | 95 |
Avg Bars in Winners | 113 | 120 | 108 | 113 | 120 | 108 |
Avg Bars in Losers | 99 | 114 | 82 | 99 | 114 | 82 |
Bars Traded | 24445 | 13505 | 10940 | 24445 | 13505 | 10940 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 291667 | -580205 | 305795 | -273453 | -581871 | -99199 |
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{ "first_band": { "type": "ssf", "factors": { "length": 166, "offset": 0, "poles": 3 } }, "second_band": { "type": "ema", "factors": { "length": 149, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 166, "offset": 0, "poles": 3 } }, "second_band": { "type": "ema", "factors": { "length": 149, "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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