Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 506293.8214 | 308867.1036 | 197426.7178 | 781796.5676 | 234508.8539 | 547287.7137 |
Total P&L (%) | 506.2938 | 308.8671 | 197.4267 | 781.7966 | 234.5089 | 547.2877 |
Avg Daily Profit (%) | 0.2783 | 0.1698 | 0.1085 | 0.1197 | 0.0664 | 0.1027 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121401 | -90534 | -74027 | -5874708 | -3025988 | -3093104 |
Profit Factor | 1.7182 | 2.0195 | 1.4911 | 1.0421 | 1.0287 | 1.0526 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 48.4848 | 45.4545 | 51.5152 | 48.4848 | 45.4545 | 51.5152 |
Ratio Avg Win / Avg Loss | 1.8256 | 2.4234 | 1.4034 | 1.1072 | 1.2345 | 0.9907 |
Largest Winning Trade | 92382 | 92382 | 71451 | 2329626 | 2329626 | 1811568 |
Largest Losing Trade | -57093 | -37407 | -57093 | -2222397 | -2222397 | -2160449 |
Avg Bars in Trades | 53 | 43 | 64 | 53 | 43 | 64 |
Avg Bars in Winners | 77 | 59 | 93 | 77 | 59 | 93 |
Avg Bars in Losers | 31 | 29 | 32 | 31 | 29 | 32 |
Bars Traded | 7108 | 2873 | 4235 | 7108 | 2873 | 4235 |
Profit Streak | 12.0131 | 44.2631 | 0 | 12.0131 | 44.2631 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444486 | -114471 | -170863 | -206598 | -418899 | -343745 |
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{ "first_band": { "type": "ssf", "factors": { "length": 51, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 116, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 51, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 116, "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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