Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1210209.4669 | 1203445.1795 | 6764.2874 | 1217539.4115 | 1574171.3877 | -356631.9762 |
Total P&L (%) | 1210.2095 | 1203.4452 | 6.7643 | 1217.5394 | 1574.1714 | -356.632 |
Avg Daily Profit (%) | 0.6674 | 0.6637 | 0.0037 | 0.1423 | 0.1555 | 0 |
Buy And Hold Return (%) | 499.4368 | 499.4368 | 499.4368 | 499.4368 | 499.4368 | 499.4368 |
Max Trade Drawdown | -160363 | -98468 | -116706 | -1827729 | -1350868 | -1022872 |
Profit Factor | 3.1593 | 5.0713 | 1.0255 | 1.2452 | 1.6014 | 0.8481 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 41.6667 | 46.6667 | 36.6667 | 41.6667 | 46.6667 | 36.6667 |
Ratio Avg Win / Avg Loss | 4.4231 | 5.7957 | 1.7714 | 1.7433 | 1.8301 | 1.4649 |
Largest Winning Trade | 654030 | 654030 | 73865 | 1377559 | 1377559 | 534034 |
Largest Losing Trade | -34221 | -34221 | -32936 | -472728 | -472728 | -469609 |
Avg Bars in Trades | 88 | 86 | 89 | 88 | 86 | 89 |
Avg Bars in Winners | 150 | 139 | 164 | 150 | 139 | 164 |
Avg Bars in Losers | 43 | 40 | 46 | 43 | 40 | 46 |
Bars Traded | 5293 | 2601 | 2692 | 5293 | 2601 | 2692 |
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 | -163016 | 516452 | -550166 | -182797 | 229268 | -584344 |
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{ "first_band": { "type": "ssf", "factors": { "length": 165, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 79, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 165, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 79, "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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