Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406544.3264 | 152666.172 | 253878.1544 | 732878.0596 | 23085.6865 | 709792.3731 |
Total P&L (%) | 406.5443 | 152.6662 | 253.8782 | 732.8781 | 23.0857 | 709.7924 |
Avg Daily Profit (%) | 0.2698 | 0.1013 | 0.1685 | 0.1408 | 0.0138 | 0.1389 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79597 | -79607 | -60028 | -718124 | -587322 | -302731 |
Profit Factor | 1.9959 | 1.7037 | 2.3272 | 1.3591 | 1.0198 | 1.811 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 49 | 19 | 30 | 49 | 19 | 30 |
Losing Trades | 34 | 23 | 11 | 34 | 23 | 11 |
Profitability (%) | 59.0361 | 45.2381 | 73.1707 | 59.0361 | 45.2381 | 73.1707 |
Ratio Avg Win / Avg Loss | 1.3849 | 2.0624 | 0.8533 | 0.943 | 1.2345 | 0.664 |
Largest Winning Trade | 120778 | 120778 | 64062 | 509298 | 274883 | 509298 |
Largest Losing Trade | -55736 | -32696 | -55736 | -495244 | -495244 | -189809 |
Avg Bars in Trades | 34 | 29 | 40 | 34 | 29 | 40 |
Avg Bars in Winners | 38 | 27 | 45 | 38 | 27 | 45 |
Avg Bars in Losers | 29 | 31 | 26 | 29 | 31 | 26 |
Bars Traded | 2884 | 1229 | 1656 | 2884 | 1229 | 1656 |
Profit Streak | 20.2816 | 21.2816 | 0 | 20.2816 | 21.2816 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418486 | -55484 | 433613 | -5209 | -378980 | -3507 |
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{ "first_band": { "type": "ssf", "factors": { "length": 31, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 86, "offset": 0 } } }
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# | 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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