Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2737709.7362 | 2607335.4835 | 130374.2528 | 17662291.3304 | 22985155.7345 | -5322864.4042 |
Total P&L (%) | 2737.7097 | 2607.3355 | 130.3743 | 17662.2913 | 22985.1557 | -5322.8644 |
Avg Daily Profit (%) | 1.2378 | 1.1789 | 0.0589 | 0.2345 | 0.2464 | 0 |
Buy And Hold Return (%) | 516.8974 | 516.8974 | 516.8974 | 516.8974 | 516.8974 | 516.8974 |
Max Trade Drawdown | -148366 | -87059 | -108837 | -25336479 | -14122324 | -15400065 |
Profit Factor | 4.9019 | 8.4088 | 1.3728 | 1.2226 | 1.5932 | 0.8689 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 37.8641 | 36.5385 | 39.2157 | 37.8641 | 36.5385 | 39.2157 |
Ratio Avg Win / Avg Loss | 8.0442 | 14.6047 | 2.1279 | 2.0063 | 2.7671 | 1.3468 |
Largest Winning Trade | 2188845 | 2188845 | 57098 | 28086775 | 28086775 | 6482291 |
Largest Losing Trade | -52548 | -42507 | -52548 | -9507074 | -9507074 | -7004527 |
Avg Bars in Trades | 63 | 62 | 64 | 63 | 62 | 64 |
Avg Bars in Winners | 118 | 116 | 119 | 118 | 116 | 119 |
Avg Bars in Losers | 29 | 31 | 28 | 29 | 31 | 28 |
Bars Traded | 6535 | 3261 | 3274 | 6535 | 3261 | 3274 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 564765 | -164571 | -462596 | 165920 | -173870 | -763360 |
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{ "first_band": { "type": "ssf", "factors": { "length": 146, "offset": 0, "poles": 2 } }, "second_band": { "type": "tema", "factors": { "length": 43, "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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