Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1767053.2044 | 1791948.3958 | -24895.1914 | 276312.4024 | 1006211.2976 | -729898.8953 |
Total P&L (%) | 1767.0532 | 1791.9484 | -24.8952 | 276.3124 | 1006.2113 | -729.8989 |
Avg Daily Profit (%) | 0.7837 | 0.7947 | -0.011 | 0.0588 | 0.1067 | 0 |
Buy And Hold Return (%) | 190.6639 | 190.6639 | 190.6639 | 190.6639 | 190.6639 | 190.6639 |
Max Trade Drawdown | -131814 | -119415 | -135472 | -1931847 | -1177168 | -1184089 |
Profit Factor | 2.8762 | 4.6516 | 0.9448 | 1.0423 | 1.3008 | 0.7714 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 84 | 46 | 38 | 84 | 46 | 38 |
Profitability (%) | 32.8 | 26.9841 | 38.7097 | 32.8 | 26.9841 | 38.7097 |
Ratio Avg Win / Avg Loss | 5.8926 | 12.5867 | 1.496 | 2.1354 | 3.5199 | 1.2213 |
Largest Winning Trade | 1565249 | 1565249 | 48946 | 1311458 | 1311458 | 491616 |
Largest Losing Trade | -36797 | -28809 | -36797 | -607418 | -292176 | -607418 |
Avg Bars in Trades | 105 | 100 | 109 | 105 | 100 | 109 |
Avg Bars in Winners | 210 | 231 | 195 | 210 | 231 | 195 |
Avg Bars in Losers | 53 | 52 | 55 | 53 | 52 | 55 |
Bars Traded | 13149 | 6349 | 6800 | 13149 | 6349 | 6800 |
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 | 437763 | -147367 | -737960 | -319719 | -218164 | -737960 |
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{ "first_band": { "type": "ssf", "factors": { "length": 222, "offset": 0, "poles": 2 } }, "second_band": { "type": "tema", "factors": { "length": 109, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 222, "offset": 0, "poles": 2 } }, "second_band": { "type": "tema", "factors": { "length": 109, "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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