Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 461063.8272 | 274545.257 | 186518.5702 | 1195865.1389 | 1007317.839 | 188547.2999 |
Total P&L (%) | 461.0638 | 274.5453 | 186.5186 | 1195.8651 | 1007.3178 | 188.5473 |
Avg Daily Profit (%) | 0.2738 | 0.1631 | 0.1108 | 0.1523 | 0.1429 | 0.063 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62753 | -108367 | -44105 | -953401 | -430861 | -763743 |
Profit Factor | 1.5746 | 1.6621 | 1.481 | 1.3632 | 1.6716 | 1.1052 |
Total Trades | 241 | 121 | 120 | 241 | 121 | 120 |
Winning Trades | 92 | 43 | 49 | 92 | 43 | 49 |
Losing Trades | 149 | 78 | 71 | 149 | 78 | 71 |
Profitability (%) | 38.1743 | 35.5372 | 40.8333 | 38.1743 | 35.5372 | 40.8333 |
Ratio Avg Win / Avg Loss | 2.5502 | 3.0151 | 2.1459 | 2.2077 | 3.0321 | 1.6014 |
Largest Winning Trade | 81045 | 81045 | 48393 | 494965 | 494965 | 308497 |
Largest Losing Trade | -19385 | -18677 | -19385 | -239861 | -185026 | -239861 |
Avg Bars in Trades | 83 | 78 | 87 | 83 | 78 | 87 |
Avg Bars in Winners | 146 | 144 | 149 | 146 | 144 | 149 |
Avg Bars in Losers | 43 | 42 | 44 | 43 | 42 | 44 |
Bars Traded | 20010 | 9520 | 10490 | 20010 | 9520 | 10490 |
Profit Streak | 12.5191 | 35.3524 | 0 | 12.5191 | 35.3524 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302502 | 201166 | -46597 | 233582 | -3532 | -216396 |
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{ "first_band": { "type": "ssf", "factors": { "length": 125, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 100, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 125, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 100, "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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