Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 752978.4608 | 800111.8154 | -47133.3546 | 88016.4906 | 184656.9832 | -96640.4926 |
Total P&L (%) | 752.9785 | 800.1118 | -47.1334 | 88.0165 | 184.657 | -96.6405 |
Avg Daily Profit (%) | 0.409 | 0.4346 | -0.0256 | 0.0343 | 0.0568 | -0.1841 |
Buy And Hold Return (%) | 176.0921 | 176.0921 | 176.0921 | 176.0921 | 176.0921 | 176.0921 |
Max Trade Drawdown | -99004 | -72762 | -65215 | -124971 | -89586 | -73041 |
Profit Factor | 2.6408 | 5.5459 | 0.8334 | 1.1762 | 2.0107 | 0.6951 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 20 | 9 | 11 | 20 | 9 | 11 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 33.3333 | 30 | 36.6667 | 33.3333 | 30 | 36.6667 |
Ratio Avg Win / Avg Loss | 5.2815 | 12.9405 | 1.4395 | 2.3523 | 4.6916 | 1.2006 |
Largest Winning Trade | 763443 | 763443 | 60363 | 148978 | 148978 | 62266 |
Largest Losing Trade | -64641 | -22128 | -64641 | -64641 | -33207 | -64641 |
Avg Bars in Trades | 177 | 177 | 178 | 177 | 177 | 178 |
Avg Bars in Winners | 412 | 424 | 403 | 412 | 424 | 403 |
Avg Bars in Losers | 60 | 71 | 48 | 60 | 71 | 48 |
Bars Traded | 10670 | 5313 | 5357 | 10670 | 5313 | 5357 |
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 | -167375 | 312252 | -584344 | -518750 | -271677 | -584344 |
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{ "first_band": { "type": "ssf", "factors": { "length": 206, "offset": 0, "poles": 2 } }, "second_band": { "type": "tema", "factors": { "length": 230, "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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