Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1439698.5043 | 1396556.6923 | 43141.812 | 481725.2589 | 569345.3469 | -87620.088 |
Total P&L (%) | 1439.6985 | 1396.5567 | 43.1418 | 481.7253 | 569.3453 | -87.6201 |
Avg Daily Profit (%) | 0.7792 | 0.7558 | 0.0233 | 0.0953 | 0.1029 | -0.113 |
Buy And Hold Return (%) | 26.9569 | 26.9569 | 26.9569 | 26.9569 | 26.9569 | 26.9569 |
Max Trade Drawdown | -124094 | -127533 | -84042 | -939480 | -766735 | -704532 |
Profit Factor | 3.4975 | 5.683 | 1.1551 | 1.1416 | 1.3415 | 0.9495 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Profitability (%) | 30 | 24.4444 | 35.5556 | 30 | 24.4444 | 35.5556 |
Ratio Avg Win / Avg Loss | 8.1608 | 17.5657 | 2.0935 | 2.6638 | 4.1464 | 1.7209 |
Largest Winning Trade | 1346338 | 1346338 | 61518 | 849569 | 849569 | 374428 |
Largest Losing Trade | -28017 | -18072 | -28017 | -331660 | -170499 | -331660 |
Avg Bars in Trades | 119 | 106 | 131 | 119 | 106 | 131 |
Avg Bars in Winners | 269 | 277 | 264 | 269 | 277 | 264 |
Avg Bars in Losers | 54 | 51 | 58 | 54 | 51 | 58 |
Bars Traded | 10717 | 4798 | 5919 | 10717 | 4798 | 5919 |
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 | 437065 | -11112 | -225635 | -136863 | -85877 | -583551 |
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{ "first_band": { "type": "ssf", "factors": { "length": 230, "offset": 0, "poles": 2 } }, "second_band": { "type": "tema", "factors": { "length": 154, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 230, "offset": 0, "poles": 2 } }, "second_band": { "type": "tema", "factors": { "length": 154, "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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