Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269677.6889 | 169149.3784 | 100528.3106 | 702968.8109 | 615003.3841 | 87965.4268 |
Total P&L (%) | 269.6777 | 169.1494 | 100.5283 | 702.9688 | 615.0034 | 87.9654 |
Avg Daily Profit (%) | 0.5178 | 0.3248 | 0.193 | 0.4008 | 0.3784 | 0.1212 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56071 | -22881 | -45005 | -561160 | -177083 | -476406 |
Profit Factor | 1.9001 | 2.2245 | 1.6225 | 1.424 | 1.8901 | 1.091 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 86 | 42 | 44 | 86 | 42 | 44 |
Profitability (%) | 39.4366 | 40.8451 | 38.0282 | 39.4366 | 40.8451 | 38.0282 |
Ratio Avg Win / Avg Loss | 2.9179 | 3.2217 | 2.6441 | 2.1869 | 2.7375 | 1.7779 |
Largest Winning Trade | 51522 | 51522 | 30681 | 295545 | 295545 | 264269 |
Largest Losing Trade | -10636 | -10636 | -9832 | -83655 | -81352 | -83655 |
Avg Bars in Trades | 173 | 165 | 181 | 173 | 165 | 181 |
Avg Bars in Winners | 315 | 288 | 345 | 315 | 288 | 345 |
Avg Bars in Losers | 81 | 81 | 81 | 81 | 81 | 81 |
Bars Traded | 24664 | 11767 | 12897 | 24664 | 11767 | 12897 |
Profit Streak | 0 | 32.1267 | 0 | 0 | 32.1267 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347170 | -77168 | -81549 | 266603 | -76939 | -242681 |
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{ "first_band": { "type": "ssf", "factors": { "length": 242, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 204, "offset": 0 } } }
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# | 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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