Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83108.9754 | 40534.1964 | 42574.7791 | 104356.1768 | 33019.1556 | 71337.0212 |
Total P&L (%) | 83.109 | 40.5342 | 42.5748 | 104.3562 | 33.0192 | 71.337 |
Avg Daily Profit (%) | 0.181 | 0.0883 | 0.0927 | 0.1558 | 0.0622 | 0.1174 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26921 | -24356 | -14510 | -71812 | -64807 | -24668 |
Profit Factor | 1.6804 | 1.575 | 1.8242 | 1.4593 | 1.2352 | 1.8222 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 61.7647 | 62.7451 | 60.7843 | 61.7647 | 62.7451 | 60.7843 |
Ratio Avg Win / Avg Loss | 1.0402 | 0.9352 | 1.1769 | 0.9034 | 0.7334 | 1.1756 |
Largest Winning Trade | 10496 | 9553 | 10496 | 18350 | 16293 | 18350 |
Largest Losing Trade | -24356 | -24356 | -14510 | -64807 | -64807 | -24668 |
Avg Bars in Trades | 104 | 102 | 106 | 104 | 102 | 106 |
Avg Bars in Winners | 80 | 83 | 78 | 80 | 83 | 78 |
Avg Bars in Losers | 143 | 134 | 150 | 143 | 134 | 150 |
Bars Traded | 10668 | 5219 | 5449 | 10668 | 5219 | 5449 |
Profit Streak | 595.1915 | 0 | 604.8165 | 595.1915 | 0 | 604.8165 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401268 | -256326 | -247636 | 296977 | -293902 | -212819 |
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{ "first_band": { "type": "ema", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 211, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 211, "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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