Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359834.5838 | 314372.3606 | 45462.2232 | 57786.4902 | 735046.9019 | -677260.4118 |
Total P&L (%) | 359.8346 | 314.3724 | 45.4622 | 57.7865 | 735.0469 | -677.2604 |
Avg Daily Profit (%) | 0.1511 | 0.132 | 0.0191 | 0.0192 | 0.0892 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128851 | -103646 | -114170 | -653811 | -288416 | -850846 |
Profit Factor | 1.4453 | 1.8896 | 1.1 | 1.0225 | 1.8742 | 0.6075 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Losing Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Profitability (%) | 53.6364 | 56.3636 | 50.9091 | 53.6364 | 56.3636 | 50.9091 |
Ratio Avg Win / Avg Loss | 1.2494 | 1.4629 | 1.0607 | 0.8839 | 1.451 | 0.5858 |
Largest Winning Trade | 79079 | 79079 | 41431 | 217299 | 217299 | 114998 |
Largest Losing Trade | -54086 | -51814 | -54086 | -317787 | -118148 | -317787 |
Avg Bars in Trades | 64 | 70 | 57 | 64 | 70 | 57 |
Avg Bars in Winners | 78 | 81 | 74 | 78 | 81 | 74 |
Avg Bars in Losers | 47 | 56 | 39 | 47 | 56 | 39 |
Bars Traded | 7042 | 3890 | 3152 | 7042 | 3890 | 3152 |
Profit Streak | 19.7568 | 117.7568 | 0 | 19.7568 | 117.7568 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341829 | -192212 | -459563 | -364192 | -248954 | -760715 |
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{ "first_band": { "type": "ssf", "factors": { "length": 110, "offset": 0, "poles": 3 } }, "second_band": { "type": "ema", "factors": { "length": 83, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 110, "offset": 0, "poles": 3 } }, "second_band": { "type": "ema", "factors": { "length": 83, "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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