Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1286698.7463 | 1153053.939 | 133644.8072 | 1868141.7888 | 10477981.5146 | -8609839.7258 |
Total P&L (%) | 1286.6987 | 1153.0539 | 133.6448 | 1868.1418 | 10477.9815 | -8609.8397 |
Avg Daily Profit (%) | 0.5418 | 0.4855 | 0.0563 | 0.1255 | 0.1965 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152167 | -99848 | -113667 | -18410368 | -10580044 | -12052564 |
Profit Factor | 2.0909 | 3.0669 | 1.215 | 1.0261 | 1.327 | 0.7821 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Losing Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Profitability (%) | 41.1215 | 41.1215 | 41.1215 | 41.1215 | 41.1215 | 41.1215 |
Ratio Avg Win / Avg Loss | 2.9938 | 4.3913 | 1.7397 | 1.4692 | 1.9 | 1.1199 |
Largest Winning Trade | 776506 | 776506 | 73909 | 11766150 | 11766150 | 4535030 |
Largest Losing Trade | -48173 | -30512 | -48173 | -5443298 | -3622143 | -5443298 |
Avg Bars in Trades | 65 | 63 | 68 | 65 | 63 | 68 |
Avg Bars in Winners | 115 | 110 | 119 | 115 | 110 | 119 |
Avg Bars in Losers | 31 | 29 | 32 | 31 | 29 | 32 |
Bars Traded | 14056 | 6763 | 7293 | 14056 | 6763 | 7293 |
Profit Streak | 0 | 0 | 21.5271 | 0 | 0 | 21.5271 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453680 | 454150 | -120267 | -219138 | 203227 | -582283 |
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{ "first_band": { "type": "ssf", "factors": { "length": 69, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 144, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 69, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 144, "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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