Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390326.2199 | 416365.394 | -26039.1742 | -99633.4791 | 517952.1086 | -617585.5877 |
Total P&L (%) | 390.3262 | 416.3654 | -26.0392 | -99.6335 | 517.9521 | -617.5856 |
Avg Daily Profit (%) | 0.1975 | 0.2106 | -0.0132 | -0.2833 | 0.0922 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -253870 | -183355 | -180548 | -617337 | -344864 | -655469 |
Profit Factor | 1.4018 | 1.8161 | 0.9436 | 0.9307 | 2.0589 | 0.3484 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 46.1538 | 42.3077 | 50 | 46.1538 | 42.3077 | 50 |
Ratio Avg Win / Avg Loss | 1.6354 | 2.4765 | 0.9436 | 1.0858 | 2.8076 | 0.3484 |
Largest Winning Trade | 163678 | 163678 | 55208 | 357839 | 357839 | 112190 |
Largest Losing Trade | -99648 | -74814 | -99648 | -574438 | -200894 | -574438 |
Avg Bars in Trades | 74 | 88 | 61 | 74 | 88 | 61 |
Avg Bars in Winners | 89 | 99 | 80 | 89 | 99 | 80 |
Avg Bars in Losers | 62 | 80 | 41 | 62 | 80 | 41 |
Bars Traded | 7763 | 4580 | 3183 | 7763 | 4580 | 3183 |
Profit Streak | 487.4718 | 0 | 565.7218 | 487.4718 | 0 | 565.7218 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316143 | -171889 | -759874 | -579745 | -248621 | -759874 |
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{ "first_band": { "type": "ssf", "factors": { "length": 156, "offset": 0, "poles": 2 } }, "second_band": { "type": "ema", "factors": { "length": 84, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 156, "offset": 0, "poles": 2 } }, "second_band": { "type": "ema", "factors": { "length": 84, "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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