Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 570560.4338 | 544094.3559 | 26466.0779 | -52333.6468 | 26667.8445 | -79001.4913 |
Total P&L (%) | 570.5604 | 544.0944 | 26.4661 | -52.3336 | 26.6678 | -79.0015 |
Avg Daily Profit (%) | 0.2936 | 0.28 | 0.0136 | -0.0381 | 0.0122 | -0.0803 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182885 | -82794 | -166344 | -118801 | -50739 | -131226 |
Profit Factor | 2.0457 | 2.9941 | 1.097 | 0.8391 | 1.2152 | 0.6077 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 37.931 | 34.4828 | 41.3793 | 37.931 | 34.4828 | 41.3793 |
Ratio Avg Win / Avg Loss | 3.3474 | 5.6887 | 1.5541 | 1.3731 | 2.3089 | 0.8609 |
Largest Winning Trade | 472927 | 472927 | 52102 | 34475 | 34475 | 27027 |
Largest Losing Trade | -89275 | -58705 | -89275 | -80133 | -18674 | -80133 |
Avg Bars in Trades | 64 | 52 | 77 | 64 | 52 | 77 |
Avg Bars in Winners | 116 | 97 | 133 | 116 | 97 | 133 |
Avg Bars in Losers | 32 | 28 | 37 | 32 | 28 | 37 |
Bars Traded | 3755 | 1521 | 2234 | 3755 | 1521 | 2234 |
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 | -171744 | 300629 | -294171 | -763582 | -185403 | -584185 |
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{ "first_band": { "type": "ssf", "factors": { "length": 120, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 66, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 120, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 66, "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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