Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1306907.5796 | 1415782.8793 | -108875.2997 | 7748.0671 | 905079.3324 | -897331.2653 |
Total P&L (%) | 1306.9076 | 1415.7829 | -108.8753 | 7.7481 | 905.0793 | -897.3313 |
Avg Daily Profit (%) | 0.7184 | 0.7783 | -0.0598 | 0.0041 | 0.1269 | 0 |
Buy And Hold Return (%) | 579.9544 | 579.9544 | 579.9544 | 579.9544 | 579.9544 | 579.9544 |
Max Trade Drawdown | -160023 | -143613 | -121371 | -1170550 | -745280 | -909962 |
Profit Factor | 2.2742 | 3.6021 | 0.7739 | 1.0018 | 1.3804 | 0.5529 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 70 | 30 | 40 | 70 | 30 | 40 |
Losing Trades | 107 | 58 | 49 | 107 | 58 | 49 |
Profitability (%) | 39.548 | 34.0909 | 44.9438 | 39.548 | 34.0909 | 44.9438 |
Ratio Avg Win / Avg Loss | 3.4762 | 6.9641 | 0.9481 | 1.5313 | 2.6688 | 0.6774 |
Largest Winning Trade | 1011563 | 1011563 | 75353 | 629509 | 629509 | 286095 |
Largest Losing Trade | -39416 | -39416 | -35213 | -252607 | -252607 | -203057 |
Avg Bars in Trades | 60 | 56 | 63 | 60 | 56 | 63 |
Avg Bars in Winners | 93 | 96 | 91 | 93 | 96 | 91 |
Avg Bars in Losers | 38 | 35 | 40 | 38 | 35 | 40 |
Bars Traded | 10624 | 4968 | 5656 | 10624 | 4968 | 5656 |
Profit Streak | 17.7675 | 0 | 23.6009 | 17.7675 | 0 | 23.6009 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324980 | 334679 | -582515 | -573159 | -37784 | -582515 |
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{ "first_band": { "type": "ssf", "factors": { "length": 58, "offset": 11, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 183, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 58, "offset": 11, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 183, "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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