Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1320683.902 | 1278247.403 | 42436.4989 | 2263169.2974 | 481511.4957 | 1781657.8017 |
Total P&L (%) | 1320.6839 | 1278.2474 | 42.4365 | 2263.1693 | 481.5115 | 1781.6578 |
Avg Daily Profit (%) | 0.7073 | 0.6846 | 0.0227 | 0.1695 | 0.0943 | 0.1573 |
Buy And Hold Return (%) | 521.8889 | 521.8889 | 521.8889 | 521.8889 | 521.8889 | 521.8889 |
Max Trade Drawdown | -120100 | -98807 | -85876 | -6157619 | -6542352 | -2234298 |
Profit Factor | 2.8588 | 4.38 | 1.1277 | 1.0852 | 1.0306 | 1.1646 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 38.3178 | 32.0755 | 44.4444 | 38.3178 | 32.0755 | 44.4444 |
Ratio Avg Win / Avg Loss | 4.6019 | 9.2752 | 1.4096 | 1.7469 | 2.1825 | 1.4557 |
Largest Winning Trade | 570072 | 570072 | 60766 | 5661682 | 5661682 | 2663962 |
Largest Losing Trade | -34331 | -28663 | -34331 | -2222085 | -1912781 | -2222085 |
Avg Bars in Trades | 102 | 85 | 119 | 102 | 85 | 119 |
Avg Bars in Winners | 167 | 144 | 184 | 167 | 144 | 184 |
Avg Bars in Losers | 62 | 58 | 66 | 62 | 58 | 66 |
Bars Traded | 10978 | 4552 | 6426 | 10978 | 4552 | 6426 |
Profit Streak | 0 | 36.3409 | 0 | 0 | 36.3409 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361597 | -171134 | -590561 | -124078 | -605318 | -216777 |
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{ "first_band": { "type": "ema", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 68, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 68, "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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