Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1118640.317 | 959779.7539 | 158860.5632 | 30955616.4715 | 41494057.6033 | -10538441.1318 |
Total P&L (%) | 1118.6403 | 959.7798 | 158.8606 | 30955.6165 | 41494.0576 | -10538.4411 |
Avg Daily Profit (%) | 0.4476 | 0.384 | 0.0636 | 0.2299 | 0.2416 | 0 |
Buy And Hold Return (%) | 908.0978 | 908.0978 | 908.0978 | 908.0978 | 908.0978 | 908.0978 |
Max Trade Drawdown | -125687 | -64935 | -73235 | -61229588 | -31282303 | -29947285 |
Profit Factor | 2.8135 | 3.7525 | 1.5924 | 1.3049 | 1.7356 | 0.7664 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 45.1613 | 43.5484 | 46.7742 | 45.1613 | 43.5484 | 46.7742 |
Ratio Avg Win / Avg Loss | 3.4164 | 4.8644 | 1.8121 | 1.5845 | 2.2499 | 0.8722 |
Largest Winning Trade | 349927 | 349927 | 50001 | 41256490 | 41256490 | 12460951 |
Largest Losing Trade | -34373 | -34373 | -30439 | -20670594 | -13399708 | -20670594 |
Avg Bars in Trades | 119 | 125 | 113 | 119 | 125 | 113 |
Avg Bars in Winners | 171 | 177 | 164 | 171 | 177 | 164 |
Avg Bars in Losers | 76 | 85 | 67 | 76 | 85 | 67 |
Bars Traded | 14796 | 7774 | 7022 | 14796 | 7774 | 7022 |
Profit Streak | 83.9841 | 86.1508 | 83.9841 | 83.9841 | 86.1508 | 83.9841 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78713 | -287989 | -425725 | 321360 | -144725 | -735654 |
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{ "first_band": { "type": "ssf", "factors": { "length": 218, "offset": 0, "poles": 3 } }, "second_band": { "type": "ema", "factors": { "length": 146, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 218, "offset": 0, "poles": 3 } }, "second_band": { "type": "ema", "factors": { "length": 146, "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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