Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1354338.3408 | 1316758.2212 | 37580.1196 | 23364863.8284 | 21786921.8123 | 1577942.0162 |
Total P&L (%) | 1354.3383 | 1316.7582 | 37.5801 | 23364.8638 | 21786.9218 | 1577.942 |
Avg Daily Profit (%) | 0.5964 | 0.5799 | 0.0166 | 0.2407 | 0.2376 | 0.1243 |
Buy And Hold Return (%) | 8949.4415 | 8949.4415 | 8949.4415 | 8949.4415 | 8949.4415 | 8949.4415 |
Max Trade Drawdown | -70306 | -59613 | -128835 | -21807114 | -6397206 | -15409908 |
Profit Factor | 4.1902 | 9.2635 | 1.1417 | 1.6532 | 2.2917 | 1.0835 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 55.0725 | 55.8824 | 54.2857 | 55.0725 | 55.8824 | 54.2857 |
Ratio Avg Win / Avg Loss | 3.4183 | 7.3133 | 0.9614 | 1.3487 | 1.8092 | 0.9124 |
Largest Winning Trade | 495327 | 495327 | 51230 | 22250299 | 22250299 | 11296146 |
Largest Losing Trade | -46227 | -18997 | -46227 | -8093741 | -5574647 | -8093741 |
Avg Bars in Trades | 95 | 91 | 99 | 95 | 91 | 99 |
Avg Bars in Winners | 140 | 133 | 147 | 140 | 133 | 147 |
Avg Bars in Losers | 40 | 37 | 43 | 40 | 37 | 43 |
Bars Traded | 6597 | 3103 | 3494 | 6597 | 3103 | 3494 |
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 | -252492 | -145219 | -402284 | -98394 | 341095 | -322285 |
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{ "first_band": { "type": "ssf", "factors": { "length": 154, "offset": 0, "poles": 2 } }, "second_band": { "type": "tema", "factors": { "length": 83, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 154, "offset": 0, "poles": 2 } }, "second_band": { "type": "tema", "factors": { "length": 83, "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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