Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 723257.3135 | 490172.7973 | 233084.5162 | 4569592.7492 | 669153.678 | 3900439.0712 |
Total P&L (%) | 723.2573 | 490.1728 | 233.0845 | 4569.5927 | 669.1537 | 3900.4391 |
Avg Daily Profit (%) | 0.3804 | 0.2578 | 0.1226 | 0.2024 | 0.1074 | 0.1942 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71896 | -129963 | -57967 | -3904657 | -6096195 | -2257315 |
Profit Factor | 2.2044 | 2.4849 | 1.862 | 1.2327 | 1.0575 | 1.4875 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 43.75 | 41.6667 | 45.8333 | 43.75 | 41.6667 | 45.8333 |
Ratio Avg Win / Avg Loss | 2.8342 | 3.4788 | 2.2005 | 1.5849 | 1.4805 | 1.7579 |
Largest Winning Trade | 172295 | 172295 | 53164 | 2342416 | 2342416 | 1851441 |
Largest Losing Trade | -29901 | -29901 | -25960 | -1321602 | -1257664 | -1321602 |
Avg Bars in Trades | 117 | 106 | 127 | 117 | 106 | 127 |
Avg Bars in Winners | 197 | 184 | 208 | 197 | 184 | 208 |
Avg Bars in Losers | 54 | 51 | 58 | 54 | 51 | 58 |
Bars Traded | 11242 | 5133 | 6109 | 11242 | 5133 | 6109 |
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 | 417582 | 349164 | -27350 | 240000 | -209683 | 316701 |
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{ "first_band": { "type": "ssf", "factors": { "length": 209, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 72, "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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