Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 679966.2614 | 484886.3698 | 195079.8916 | 1985816.8822 | 1256884.5102 | 728932.372 |
Total P&L (%) | 679.9663 | 484.8864 | 195.0799 | 1985.8169 | 1256.8845 | 728.9324 |
Avg Daily Profit (%) | 0.4602 | 0.3282 | 0.132 | 0.2058 | 0.1767 | 0.1432 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90097 | -95920 | -56067 | -3585697 | -1351705 | -2233991 |
Profit Factor | 2.8549 | 3.5257 | 2.1173 | 1.2842 | 1.4145 | 1.1843 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 41.1765 | 35.2941 | 47.0588 | 41.1765 | 35.2941 | 47.0588 |
Ratio Avg Win / Avg Loss | 4.0784 | 6.4637 | 2.3819 | 1.8346 | 2.5933 | 1.3324 |
Largest Winning Trade | 377580 | 377580 | 69826 | 2043849 | 1451946 | 2043849 |
Largest Losing Trade | -21905 | -21905 | -20571 | -1053356 | -587673 | -1053356 |
Avg Bars in Trades | 125 | 99 | 151 | 125 | 99 | 151 |
Avg Bars in Winners | 218 | 158 | 262 | 218 | 158 | 262 |
Avg Bars in Losers | 60 | 67 | 52 | 60 | 67 | 52 |
Bars Traded | 8533 | 3384 | 5149 | 8533 | 3384 | 5149 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -101497 | 348993 | -13895 | -108022 | 143886 | -20315 |
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{ "first_band": { "type": "ssf", "factors": { "length": 125, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 214, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 125, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 214, "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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