Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1394242.9001 | 1342828.6033 | 51414.2968 | 3289976.8494 | 4602156.7815 | -1312179.9321 |
Total P&L (%) | 1394.2429 | 1342.8286 | 51.4143 | 3289.9768 | 4602.1568 | -1312.1799 |
Avg Daily Profit (%) | 0.7696 | 0.7412 | 0.0284 | 0.1947 | 0.2128 | 0 |
Buy And Hold Return (%) | 473.3207 | 473.3207 | 473.3207 | 473.3207 | 473.3207 | 473.3207 |
Max Trade Drawdown | -126722 | -75235 | -102072 | -3678335 | -2737155 | -2211983 |
Profit Factor | 3.0033 | 4.599 | 1.1592 | 1.2251 | 1.604 | 0.8125 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 90 | 46 | 44 | 90 | 46 | 44 |
Profitability (%) | 34.7826 | 33.3333 | 36.2319 | 34.7826 | 33.3333 | 36.2319 |
Ratio Avg Win / Avg Loss | 5.6312 | 9.198 | 2.0403 | 2.297 | 3.2081 | 1.4301 |
Largest Winning Trade | 658880 | 658880 | 78727 | 3986771 | 3986771 | 1505663 |
Largest Losing Trade | -32709 | -23142 | -32709 | -1153978 | -990179 | -1153978 |
Avg Bars in Trades | 154 | 141 | 168 | 154 | 141 | 168 |
Avg Bars in Winners | 302 | 288 | 314 | 302 | 288 | 314 |
Avg Bars in Losers | 76 | 67 | 84 | 76 | 67 | 84 |
Bars Traded | 21353 | 9757 | 11596 | 21353 | 9757 | 11596 |
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 | 357513 | -91530 | -472303 | 113186 | -97256 | -686423 |
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{ "first_band": { "type": "ssf", "factors": { "length": 170, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 242, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 170, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 242, "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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