Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406201.2068 | 433185.1176 | -26983.9108 | -1354.7841 | 335547.6088 | -336902.3929 |
Total P&L (%) | 406.2012 | 433.1851 | -26.9839 | -1.3548 | 335.5476 | -336.9024 |
Avg Daily Profit (%) | 0.2511 | 0.2677 | -0.0167 | -0.0008 | 0.091 | 0 |
Buy And Hold Return (%) | 21.4447 | 21.4447 | 21.4447 | 21.4447 | 21.4447 | 21.4447 |
Max Trade Drawdown | -125799 | -100883 | -205560 | -406343 | -179759 | -375201 |
Profit Factor | 1.2941 | 1.6987 | 0.9646 | 0.9995 | 1.2996 | 0.752 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 120 | 61 | 59 | 120 | 61 | 59 |
Losing Trades | 156 | 77 | 79 | 156 | 77 | 79 |
Profitability (%) | 43.4783 | 44.2029 | 42.7536 | 43.4783 | 44.2029 | 42.7536 |
Ratio Avg Win / Avg Loss | 1.6823 | 2.1443 | 1.2915 | 1.2993 | 1.6405 | 1.007 |
Largest Winning Trade | 101637 | 101637 | 50998 | 214225 | 214225 | 67616 |
Largest Losing Trade | -54590 | -37498 | -54590 | -150537 | -76702 | -150537 |
Avg Bars in Trades | 69 | 73 | 65 | 69 | 73 | 65 |
Avg Bars in Winners | 91 | 94 | 87 | 91 | 94 | 87 |
Avg Bars in Losers | 52 | 57 | 48 | 52 | 57 | 48 |
Bars Traded | 19183 | 10162 | 9020 | 19183 | 10162 | 9020 |
Profit Streak | 485.5569 | 0 | 504.6402 | 485.5569 | 0 | 504.6402 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313486 | 323134 | -581157 | -579619 | -72746 | -581157 |
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{ "first_band": { "type": "ssf", "factors": { "length": 168, "offset": 0, "poles": 2 } }, "second_band": { "type": "ema", "factors": { "length": 86, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 168, "offset": 0, "poles": 2 } }, "second_band": { "type": "ema", "factors": { "length": 86, "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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