Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83613.0552 | 47120.3448 | 36492.7104 | 97846.0716 | 45095.7889 | 52750.2827 |
Total P&L (%) | 83.6131 | 47.1203 | 36.4927 | 97.8461 | 45.0958 | 52.7503 |
Avg Daily Profit (%) | 0.3211 | 0.1809 | 0.1401 | 0.2624 | 0.143 | 0.1628 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54460 | -37367 | -26695 | -66388 | -53150 | -31551 |
Profit Factor | 1.3939 | 1.4452 | 1.3429 | 1.3591 | 1.322 | 1.3984 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 90 | 49 | 41 | 90 | 49 | 41 |
Losing Trades | 88 | 40 | 48 | 88 | 40 | 48 |
Profitability (%) | 50.5618 | 55.0562 | 46.0674 | 50.5618 | 55.0562 | 46.0674 |
Ratio Avg Win / Avg Loss | 1.3629 | 1.1798 | 1.5722 | 1.3289 | 1.0792 | 1.6371 |
Largest Winning Trade | 18453 | 18453 | 9673 | 20746 | 20746 | 13254 |
Largest Losing Trade | -12857 | -12451 | -12857 | -18186 | -18186 | -17089 |
Avg Bars in Trades | 136 | 136 | 135 | 136 | 136 | 135 |
Avg Bars in Winners | 129 | 126 | 132 | 129 | 126 | 132 |
Avg Bars in Losers | 143 | 148 | 138 | 143 | 148 | 138 |
Bars Traded | 24233 | 12132 | 12101 | 24233 | 12132 | 12101 |
Profit Streak | 4.7369 | 7.8098 | 0 | 4.7369 | 7.8098 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338139 | 249103 | -10284 | 312419 | -3565 | 169500 |
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{ "first_band": { "type": "ssf", "factors": { "length": 161, "offset": 0, "poles": 3 } }, "second_band": { "type": "ema", "factors": { "length": 236, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 161, "offset": 0, "poles": 3 } }, "second_band": { "type": "ema", "factors": { "length": 236, "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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