Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79200.6545 | 9111.4391 | 70089.2154 | 36022.0077 | 26588.3434 | 9433.6643 |
Total P&L (%) | 79.2007 | 9.1114 | 70.0892 | 36.022 | 26.5883 | 9.4337 |
Avg Daily Profit (%) | 0.3041 | 0.035 | 0.2691 | 0.1182 | 0.0906 | 0.0346 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76793 | -53575 | -64830 | -171651 | -46786 | -149221 |
Profit Factor | 1.2606 | 1.0527 | 1.5349 | 1.0792 | 1.1213 | 1.04 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 88 | 39 | 49 | 88 | 39 | 49 |
Losing Trades | 51 | 30 | 21 | 51 | 30 | 21 |
Profitability (%) | 63.3094 | 56.5217 | 70 | 63.3094 | 56.5217 | 70 |
Ratio Avg Win / Avg Loss | 0.7306 | 0.8098 | 0.6578 | 0.6254 | 0.8625 | 0.4457 |
Largest Winning Trade | 19312 | 19312 | 13956 | 32119 | 32119 | 17015 |
Largest Losing Trade | -48441 | -30610 | -48441 | -105041 | -26337 | -105041 |
Avg Bars in Trades | 170 | 177 | 163 | 170 | 177 | 163 |
Avg Bars in Winners | 96 | 84 | 105 | 96 | 84 | 105 |
Avg Bars in Losers | 298 | 298 | 299 | 298 | 298 | 299 |
Bars Traded | 23697 | 12239 | 11459 | 23697 | 12239 | 11459 |
Profit Streak | 8.8363 | 8.8363 | 11.1905 | 8.8363 | 8.8363 | 11.1905 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321687 | -577724 | -83826 | -170631 | -265792 | -582490 |
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{ "first_band": { "type": "ssf", "factors": { "length": 133, "offset": 0, "poles": 2 } }, "second_band": { "type": "ema", "factors": { "length": 197, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 133, "offset": 0, "poles": 2 } }, "second_band": { "type": "ema", "factors": { "length": 197, "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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