Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257764.9733 | 270396.5018 | -12631.5285 | 499.6925 | 992387.2327 | -991887.5403 |
Total P&L (%) | 257.765 | 270.3965 | -12.6315 | 0.4997 | 992.3872 | -991.8875 |
Avg Daily Profit (%) | 0.2907 | 0.3049 | -0.0142 | 0.0006 | 0.27 | 0 |
Buy And Hold Return (%) | 318.7866 | 318.7866 | 318.7866 | 318.7866 | 318.7866 | 318.7866 |
Max Trade Drawdown | -92134 | -48108 | -147812 | -1560690 | -164292 | -1623537 |
Profit Factor | 1.839 | 3.505 | 0.9366 | 1.0002 | 3.8668 | 0.433 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 17 | 8 | 9 | 17 | 8 | 9 |
Profitability (%) | 71.6667 | 73.3333 | 70 | 71.6667 | 73.3333 | 70 |
Ratio Avg Win / Avg Loss | 0.727 | 1.2745 | 0.4014 | 0.3954 | 1.4061 | 0.1856 |
Largest Winning Trade | 45869 | 45869 | 22776 | 382607 | 382607 | 168552 |
Largest Losing Trade | -92134 | -31622 | -92134 | -1522206 | -94236 | -1522206 |
Avg Bars in Trades | 54 | 48 | 59 | 54 | 48 | 59 |
Avg Bars in Winners | 50 | 36 | 65 | 50 | 36 | 65 |
Avg Bars in Losers | 64 | 83 | 47 | 64 | 83 | 47 |
Bars Traded | 3263 | 1466 | 1797 | 3263 | 1466 | 1797 |
Profit Streak | 26.6849 | 26.6849 | 54.1849 | 26.6849 | 26.6849 | 54.1849 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -326345 | -148153 | -577670 | -749442 | 539883 | -577670 |
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{ "first_band": { "type": "ssf", "factors": { "length": 34, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 199, "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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