Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2182532.5245 | 2089547.8929 | 92984.6317 | 72809953.2691 | 73170383.8684 | -360430.5994 |
Total P&L (%) | 2182.5325 | 2089.5479 | 92.9846 | 72809.9533 | 73170.3839 | -360.4306 |
Avg Daily Profit (%) | 0.961 | 0.9201 | 0.0409 | 0.2907 | 0.2909 | 0 |
Buy And Hold Return (%) | 8430.0407 | 8430.0407 | 8430.0407 | 8430.0407 | 8430.0407 | 8430.0407 |
Max Trade Drawdown | -63523 | -65271 | -67428 | -71375563 | -25521324 | -50242290 |
Profit Factor | 6.8805 | 13.7614 | 1.4483 | 1.5598 | 2.187 | 0.9947 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 49.2958 | 42.8571 | 55.5556 | 49.2958 | 42.8571 | 55.5556 |
Ratio Avg Win / Avg Loss | 7.0771 | 18.3486 | 1.1587 | 1.6044 | 2.9159 | 0.7958 |
Largest Winning Trade | 1198092 | 1198092 | 51364 | 81863247 | 81863247 | 37987018 |
Largest Losing Trade | -25791 | -13972 | -25791 | -23702549 | -12430838 | -23702549 |
Avg Bars in Trades | 62 | 59 | 65 | 62 | 59 | 65 |
Avg Bars in Winners | 98 | 97 | 99 | 98 | 97 | 99 |
Avg Bars in Losers | 26 | 30 | 22 | 26 | 30 | 22 |
Bars Traded | 4417 | 2069 | 2348 | 4417 | 2069 | 2348 |
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 | -235495 | -146766 | -302283 | -79955 | 366776 | -580059 |
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{ "first_band": { "type": "ssf", "factors": { "length": 98, "offset": 0, "poles": 2 } }, "second_band": { "type": "tema", "factors": { "length": 59, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 98, "offset": 0, "poles": 2 } }, "second_band": { "type": "tema", "factors": { "length": 59, "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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