Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 186351.0567 | 65141.5446 | 121209.5121 | 358698.717 | 196236.0043 | 162462.7127 |
Total P&L (%) | 186.3511 | 65.1415 | 121.2095 | 358.6987 | 196.236 | 162.4627 |
Avg Daily Profit (%) | 0.7156 | 0.2501 | 0.4654 | 0.5866 | 0.4179 | 0.3712 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26192 | -25811 | -22294 | -117179 | -42620 | -99178 |
Profit Factor | 1.4671 | 1.3414 | 1.5824 | 1.3778 | 1.4648 | 1.3081 |
Total Trades | 247 | 123 | 124 | 247 | 123 | 124 |
Winning Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Losing Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Profitability (%) | 48.583 | 48.7805 | 48.3871 | 48.583 | 48.7805 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.5527 | 1.4085 | 1.6878 | 1.4582 | 1.5381 | 1.3954 |
Largest Winning Trade | 20930 | 20930 | 20262 | 52249 | 49189 | 52249 |
Largest Losing Trade | -13788 | -8698 | -13788 | -34541 | -28213 | -34541 |
Avg Bars in Trades | 100 | 103 | 97 | 100 | 103 | 97 |
Avg Bars in Winners | 131 | 134 | 127 | 131 | 134 | 127 |
Avg Bars in Losers | 71 | 73 | 69 | 71 | 73 | 69 |
Bars Traded | 24803 | 12691 | 12112 | 24803 | 12691 | 12112 |
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 | 489235 | 214757 | 380250 | 389908 | 345178 | 250934 |
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{ "first_band": { "type": "ssf", "factors": { "length": 187, "offset": 0, "poles": 3 } }, "second_band": { "type": "ema", "factors": { "length": 126, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 187, "offset": 0, "poles": 3 } }, "second_band": { "type": "ema", "factors": { "length": 126, "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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