Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289219.3797 | 365924.5472 | -76705.1675 | -37047.7754 | 126440.7774 | -163488.5528 |
Total P&L (%) | 289.2194 | 365.9245 | -76.7052 | -37.0478 | 126.4408 | -163.4886 |
Avg Daily Profit (%) | 0.2049 | 0.2592 | -0.0543 | -0.0328 | 0.0579 | 0 |
Buy And Hold Return (%) | 59.4116 | 59.4116 | 59.4116 | 59.4116 | 59.4116 | 59.4116 |
Max Trade Drawdown | -139174 | -113705 | -129273 | -216059 | -96893 | -199275 |
Profit Factor | 1.4835 | 2.2863 | 0.7555 | 0.9338 | 1.5406 | 0.4975 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 43.0769 | 42.4242 | 43.75 | 43.0769 | 42.4242 | 43.75 |
Ratio Avg Win / Avg Loss | 1.9604 | 3.1028 | 0.9713 | 1.2339 | 2.0908 | 0.6396 |
Largest Winning Trade | 189104 | 189104 | 53151 | 140615 | 140615 | 33641 |
Largest Losing Trade | -44010 | -32872 | -44010 | -73163 | -45673 | -73163 |
Avg Bars in Trades | 121 | 115 | 129 | 121 | 115 | 129 |
Avg Bars in Winners | 149 | 149 | 148 | 149 | 149 | 148 |
Avg Bars in Losers | 101 | 89 | 113 | 101 | 89 | 113 |
Bars Traded | 7927 | 3799 | 4128 | 7927 | 3799 | 4128 |
Profit Streak | 0 | 0 | 506.3196 | 0 | 0 | 506.3196 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130441 | 322129 | -582656 | -718081 | -121936 | -582656 |
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{ "first_band": { "type": "ema", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 103, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 103, "offset": 0, "poles": 3 } } }
# | 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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