Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 960611.3243 | 816085.484 | 144525.8403 | 15003186.0984 | 20848260.6017 | -5845074.5033 |
Total P&L (%) | 960.6113 | 816.0855 | 144.5258 | 15003.1861 | 20848.2606 | -5845.0745 |
Avg Daily Profit (%) | 0.3842 | 0.3264 | 0.0578 | 0.2009 | 0.214 | 0 |
Buy And Hold Return (%) | 900.3959 | 900.3959 | 900.3959 | 900.3959 | 900.3959 | 900.3959 |
Max Trade Drawdown | -72000 | -46166 | -86490 | -7877373 | -3049738 | -12664889 |
Profit Factor | 3.4349 | 6.0705 | 1.6187 | 1.5306 | 3.0778 | 0.6796 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 57.8947 | 55.2632 | 60.5263 | 57.8947 | 55.2632 | 60.5263 |
Ratio Avg Win / Avg Loss | 2.4981 | 4.9142 | 1.0557 | 1.1132 | 2.4916 | 0.4432 |
Largest Winning Trade | 375118 | 375118 | 46818 | 13338080 | 13338080 | 1698269 |
Largest Losing Trade | -61104 | -23888 | -61104 | -6922420 | -1643626 | -6922420 |
Avg Bars in Trades | 95 | 100 | 90 | 95 | 100 | 90 |
Avg Bars in Winners | 111 | 111 | 111 | 111 | 111 | 111 |
Avg Bars in Losers | 73 | 86 | 57 | 73 | 86 | 57 |
Bars Traded | 7248 | 3811 | 3437 | 7248 | 3811 | 3437 |
Profit Streak | 160.9944 | 160.9944 | 237.9944 | 160.9944 | 160.9944 | 237.9944 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -179884 | -146470 | -276828 | -41555 | 565140 | -578045 |
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{ "first_band": { "type": "ssf", "factors": { "length": 159, "offset": 0, "poles": 3 } }, "second_band": { "type": "ema", "factors": { "length": 118, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 159, "offset": 0, "poles": 3 } }, "second_band": { "type": "ema", "factors": { "length": 118, "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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