Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 563926.0746 | 421021.3268 | 142904.7478 | 767492.5981 | 210255.8545 | 557236.7436 |
Total P&L (%) | 563.9261 | 421.0213 | 142.9047 | 767.4926 | 210.2559 | 557.2367 |
Avg Daily Profit (%) | 0.2966 | 0.2214 | 0.0752 | 0.1137 | 0.0596 | 0.0991 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205403 | -91894 | -173759 | -634431 | -542627 | -343385 |
Profit Factor | 1.9159 | 2.2621 | 1.5065 | 1.3302 | 1.1405 | 1.6729 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 41.8605 | 34.8837 | 48.8372 | 41.8605 | 34.8837 | 48.8372 |
Ratio Avg Win / Avg Loss | 2.6609 | 4.2225 | 1.5783 | 1.8475 | 2.129 | 1.7526 |
Largest Winning Trade | 212534 | 212534 | 60989 | 392272 | 346796 | 392272 |
Largest Losing Trade | -32956 | -23751 | -32956 | -258028 | -258028 | -184666 |
Avg Bars in Trades | 127 | 112 | 142 | 127 | 112 | 142 |
Avg Bars in Winners | 229 | 225 | 233 | 229 | 225 | 233 |
Avg Bars in Losers | 53 | 51 | 55 | 53 | 51 | 55 |
Bars Traded | 10938 | 4820 | 6118 | 10938 | 4820 | 6118 |
Profit Streak | 0 | 0 | 555.8731 | 0 | 0 | 555.8731 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344361 | 226173 | -89953 | -42356 | -184063 | -56934 |
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{ "first_band": { "type": "ssf", "factors": { "length": 145, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 186, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 145, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 186, "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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