Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71747.8777 | 53854.5806 | 17893.2971 | 54651.0853 | 45955.2662 | 8695.8192 |
Total P&L (%) | 71.7479 | 53.8546 | 17.8933 | 54.6511 | 45.9553 | 8.6958 |
Avg Daily Profit (%) | 0.2755 | 0.2068 | 0.0687 | 0.1676 | 0.1453 | 0.032 |
Buy And Hold Return (%) | 10.9407 | 10.9407 | 10.9407 | 10.9407 | 10.9407 | 10.9407 |
Max Trade Drawdown | -54502 | -45160 | -36457 | -60268 | -47942 | -32045 |
Profit Factor | 1.2993 | 1.4674 | 1.1437 | 1.2444 | 1.4166 | 1.0768 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 66.055 | 65.4545 | 66.6667 | 66.055 | 65.4545 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.6677 | 0.7745 | 0.5719 | 0.6395 | 0.7476 | 0.5384 |
Largest Winning Trade | 21892 | 11950 | 21892 | 14131 | 12699 | 14131 |
Largest Losing Trade | -27455 | -16906 | -27455 | -30931 | -16049 | -30931 |
Avg Bars in Trades | 224 | 231 | 217 | 224 | 231 | 217 |
Avg Bars in Winners | 168 | 162 | 174 | 168 | 162 | 174 |
Avg Bars in Losers | 333 | 362 | 304 | 333 | 362 | 304 |
Bars Traded | 24508 | 12737 | 11771 | 24508 | 12737 | 11771 |
Profit Streak | 28.0979 | 35.2541 | 28.0979 | 28.0979 | 35.2541 | 28.0979 |
Trades During Streak | 13 | 8 | 6 | 13 | 8 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327862 | -172100 | -352302 | 245027 | -179797 | -631346 |
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{ "first_band": { "type": "ssf", "factors": { "length": 240, "offset": 0, "poles": 2 } }, "second_band": { "type": "ema", "factors": { "length": 242, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 240, "offset": 0, "poles": 2 } }, "second_band": { "type": "ema", "factors": { "length": 242, "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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