Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215679.9942 | 64026.2843 | 151653.71 | 272661.2202 | -20374.0559 | 293035.2761 |
Total P&L (%) | 215.68 | 64.0263 | 151.6537 | 272.6612 | -20.3741 | 293.0353 |
Avg Daily Profit (%) | 0.1941 | 0.0576 | 0.1365 | 0.1184 | -0.0205 | 0.1232 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57996 | -44380 | -37025 | -281694 | -249966 | -162562 |
Profit Factor | 1.627 | 1.3212 | 2.0483 | 1.2417 | 0.9688 | 1.6177 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Profitability (%) | 55.0459 | 49.0909 | 61.1111 | 55.0459 | 49.0909 | 61.1111 |
Ratio Avg Win / Avg Loss | 1.3287 | 1.3702 | 1.3034 | 1.0141 | 1.0047 | 1.0295 |
Largest Winning Trade | 76916 | 76916 | 33860 | 111390 | 111390 | 94755 |
Largest Losing Trade | -30600 | -14671 | -30600 | -85806 | -79497 | -85806 |
Avg Bars in Trades | 119 | 94 | 145 | 119 | 94 | 145 |
Avg Bars in Winners | 139 | 98 | 173 | 139 | 98 | 173 |
Avg Bars in Losers | 94 | 89 | 101 | 94 | 89 | 101 |
Bars Traded | 13040 | 5176 | 7863 | 13040 | 5176 | 7863 |
Profit Streak | 0 | 0 | 16.9439 | 0 | 0 | 16.9439 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377408 | -296583 | -186119 | -34212 | -759520 | -204582 |
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{ "first_band": { "type": "ema", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 148, "offset": 0, "poles": 2 } } }
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# | 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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