Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1497610.5218 | 1429521.8134 | 68088.7084 | 864179.7225 | 19987.9298 | 844191.7927 |
Total P&L (%) | 1497.6105 | 1429.5218 | 68.0887 | 864.1797 | 19.9879 | 844.1918 |
Avg Daily Profit (%) | 0.8105 | 0.7737 | 0.0369 | 0.1227 | 0.0099 | 0.1216 |
Buy And Hold Return (%) | 54.9033 | 54.9033 | 54.9033 | 54.9033 | 54.9033 | 54.9033 |
Max Trade Drawdown | -86950 | -86516 | -68536 | -1940539 | -1875437 | -787770 |
Profit Factor | 3.3006 | 5.3967 | 1.209 | 1.0915 | 1.004 | 1.1919 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 76 | 41 | 35 | 76 | 41 | 35 |
Profitability (%) | 32.1429 | 26.7857 | 37.5 | 32.1429 | 26.7857 | 37.5 |
Ratio Avg Win / Avg Loss | 6.968 | 14.7511 | 2.015 | 2.3043 | 2.7442 | 1.9864 |
Largest Winning Trade | 1319308 | 1319308 | 65244 | 995989 | 995989 | 940386 |
Largest Losing Trade | -38796 | -23698 | -38796 | -783984 | -494707 | -783984 |
Avg Bars in Trades | 97 | 90 | 105 | 97 | 90 | 105 |
Avg Bars in Winners | 210 | 216 | 206 | 210 | 216 | 206 |
Avg Bars in Losers | 44 | 43 | 44 | 44 | 43 | 44 |
Bars Traded | 10950 | 5044 | 5906 | 10950 | 5044 | 5906 |
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 | 462184 | -181250 | -419289 | -154165 | -762767 | -223833 |
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{ "first_band": { "type": "ssf", "factors": { "length": 182, "offset": 0, "poles": 2 } }, "second_band": { "type": "tema", "factors": { "length": 118, "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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