Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1434844.5469 | 1393672.186 | 41172.3609 | 1850776.476 | 2153338.1417 | -302561.6657 |
Total P&L (%) | 1434.8445 | 1393.6722 | 41.1724 | 1850.7765 | 2153.3381 | -302.5617 |
Avg Daily Profit (%) | 0.6522 | 0.6334 | 0.0187 | 0.1351 | 0.1417 | 0 |
Buy And Hold Return (%) | 497.0502 | 497.0502 | 497.0502 | 497.0502 | 497.0502 | 497.0502 |
Max Trade Drawdown | -157149 | -78643 | -98507 | -1642495 | -914367 | -1687384 |
Profit Factor | 3.1514 | 5.2615 | 1.1211 | 1.2759 | 1.6703 | 0.9134 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 70 | 38 | 32 | 70 | 38 | 32 |
Profitability (%) | 35.1852 | 29.6296 | 40.7407 | 35.1852 | 29.6296 | 40.7407 |
Ratio Avg Win / Avg Loss | 5.8052 | 12.496 | 1.6307 | 2.3504 | 3.967 | 1.3286 |
Largest Winning Trade | 852538 | 852538 | 61540 | 1822832 | 1822832 | 718150 |
Largest Losing Trade | -48727 | -39749 | -48727 | -882318 | -467853 | -882318 |
Avg Bars in Trades | 119 | 108 | 131 | 119 | 108 | 131 |
Avg Bars in Winners | 238 | 240 | 238 | 238 | 240 | 238 |
Avg Bars in Losers | 55 | 53 | 57 | 55 | 53 | 57 |
Bars Traded | 12952 | 5863 | 7089 | 12952 | 5863 | 7089 |
Profit Streak | 20.1902 | 0 | 26.1902 | 20.1902 | 0 | 26.1902 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352563 | -173299 | -602915 | -18571 | -191989 | -762225 |
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{ "first_band": { "type": "ssf", "factors": { "length": 134, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 216, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 134, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 216, "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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