Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248449.8109 | 120474.5912 | 127975.2197 | 363705.7376 | 4162.47 | 359543.2675 |
Total P&L (%) | 248.4498 | 120.4746 | 127.9752 | 363.7057 | 4.1625 | 359.5433 |
Avg Daily Profit (%) | 0.2686 | 0.1302 | 0.1384 | 0.166 | 0.0044 | 0.165 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88718 | -70994 | -56429 | -921739 | -714374 | -462091 |
Profit Factor | 1.5273 | 1.4918 | 1.5657 | 1.1292 | 1.0027 | 1.2773 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Profitability (%) | 42.5532 | 38.5714 | 46.4789 | 42.5532 | 38.5714 | 46.4789 |
Ratio Avg Win / Avg Loss | 2.0618 | 2.3758 | 1.803 | 1.5244 | 1.597 | 1.4708 |
Largest Winning Trade | 59803 | 59803 | 31080 | 385349 | 385349 | 276192 |
Largest Losing Trade | -21263 | -19699 | -21263 | -202836 | -202836 | -154796 |
Avg Bars in Trades | 77 | 70 | 85 | 77 | 70 | 85 |
Avg Bars in Winners | 129 | 125 | 132 | 129 | 125 | 132 |
Avg Bars in Losers | 39 | 35 | 44 | 39 | 35 | 44 |
Bars Traded | 10956 | 4900 | 6056 | 10956 | 4900 | 6056 |
Profit Streak | 13.8576 | 0 | 14.5243 | 13.8576 | 0 | 14.5243 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319197 | -115684 | -93254 | -71920 | -668010 | -80469 |
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{ "first_band": { "type": "ssf", "factors": { "length": 154, "offset": 0, "poles": 2 } }, "second_band": { "type": "tema", "factors": { "length": 62, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 154, "offset": 0, "poles": 2 } }, "second_band": { "type": "tema", "factors": { "length": 62, "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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