Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 893926.0682 | 666395.3096 | 227530.7586 | 2305593.7214 | 672014.3457 | 1633579.3757 |
Total P&L (%) | 893.9261 | 666.3953 | 227.5308 | 2305.5937 | 672.0143 | 1633.5794 |
Avg Daily Profit (%) | 0.6071 | 0.4526 | 0.1545 | 0.2162 | 0.1389 | 0.1939 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108691 | -90385 | -55388 | -6337636 | -5440831 | -2024596 |
Profit Factor | 2.2387 | 2.608 | 1.7406 | 1.1219 | 1.0595 | 1.2146 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 54 | 19 | 35 | 54 | 19 | 35 |
Losing Trades | 105 | 61 | 44 | 105 | 61 | 44 |
Profitability (%) | 33.9623 | 23.75 | 44.3038 | 33.9623 | 23.75 | 44.3038 |
Ratio Avg Win / Avg Loss | 4.3531 | 8.373 | 2.1882 | 2.1816 | 3.4016 | 1.5269 |
Largest Winning Trade | 418526 | 418526 | 68564 | 3944966 | 3944966 | 1756337 |
Largest Losing Trade | -25920 | -19414 | -25920 | -1074948 | -1074948 | -728750 |
Avg Bars in Trades | 109 | 89 | 130 | 109 | 89 | 130 |
Avg Bars in Winners | 226 | 220 | 228 | 226 | 220 | 228 |
Avg Bars in Losers | 49 | 48 | 51 | 49 | 48 | 51 |
Bars Traded | 17424 | 7153 | 10271 | 17424 | 7153 | 10271 |
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 | 373481 | -39612 | -18641 | -82499 | -215922 | -20514 |
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{ "first_band": { "type": "ssf", "factors": { "length": 173, "offset": 0, "poles": 2 } }, "second_band": { "type": "tema", "factors": { "length": 137, "offset": 0 } } }
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# | 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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