Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1232019.0738 | 1208542.0419 | 23477.032 | 964678.8309 | 1505081.4478 | -540402.6168 |
Total P&L (%) | 1232.0191 | 1208.542 | 23.477 | 964.6788 | 1505.0814 | -540.4026 |
Avg Daily Profit (%) | 0.6892 | 0.676 | 0.0131 | 0.1324 | 0.1554 | 0 |
Buy And Hold Return (%) | 321.1144 | 321.1144 | 321.1144 | 321.1144 | 321.1144 | 321.1144 |
Max Trade Drawdown | -121836 | -102328 | -118543 | -3878082 | -3346246 | -2390230 |
Profit Factor | 2.6584 | 4.6776 | 1.0567 | 1.056 | 1.1851 | 0.9406 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 37.6 | 34.9206 | 40.3226 | 37.6 | 34.9206 | 40.3226 |
Ratio Avg Win / Avg Loss | 4.4117 | 8.7173 | 1.5639 | 1.7525 | 2.2086 | 1.3921 |
Largest Winning Trade | 741654 | 741654 | 67565 | 2894450 | 2894450 | 1384519 |
Largest Losing Trade | -60700 | -33673 | -60700 | -1699839 | -870164 | -1699839 |
Avg Bars in Trades | 41 | 38 | 45 | 41 | 38 | 45 |
Avg Bars in Winners | 71 | 66 | 75 | 71 | 66 | 75 |
Avg Bars in Losers | 24 | 22 | 25 | 24 | 22 | 25 |
Bars Traded | 5245 | 2407 | 2838 | 5245 | 2407 | 2838 |
Profit Streak | 0 | 0 | 18.665 | 0 | 0 | 18.665 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375528 | -135589 | -655814 | -181287 | -162560 | -736771 |
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{ "first_band": { "type": "ssf", "factors": { "length": 41, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 87, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 41, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 87, "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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