Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 841067.8595 | 633977.1335 | 207090.7261 | 1221082.8842 | 817736.482 | 403346.4022 |
Total P&L (%) | 841.0679 | 633.9771 | 207.0907 | 1221.0829 | 817.7365 | 403.3464 |
Avg Daily Profit (%) | 0.5688 | 0.4287 | 0.1401 | 0.1747 | 0.15 | 0.1094 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89742 | -105448 | -57002 | -2474361 | -2051536 | -1078977 |
Profit Factor | 1.8488 | 2.1903 | 1.4519 | 1.0997 | 1.1248 | 1.0707 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 83 | 35 | 48 | 83 | 35 | 48 |
Losing Trades | 165 | 89 | 76 | 165 | 89 | 76 |
Profitability (%) | 33.4677 | 28.2258 | 38.7097 | 33.4677 | 28.2258 | 38.7097 |
Ratio Avg Win / Avg Loss | 3.6754 | 5.5697 | 2.2989 | 2.1861 | 2.8603 | 1.6953 |
Largest Winning Trade | 526337 | 526337 | 35577 | 1161198 | 1161198 | 569692 |
Largest Losing Trade | -24979 | -21418 | -24979 | -548794 | -419874 | -548794 |
Avg Bars in Trades | 35 | 30 | 40 | 35 | 30 | 40 |
Avg Bars in Winners | 68 | 62 | 72 | 68 | 62 | 72 |
Avg Bars in Losers | 18 | 18 | 19 | 18 | 18 | 19 |
Bars Traded | 8759 | 3799 | 4960 | 8759 | 3799 | 4960 |
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 | 344404 | -1661 | -8562 | -107095 | -90298 | -193220 |
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{ "first_band": { "type": "ssf", "factors": { "length": 88, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 23, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 88, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 23, "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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