Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408357.268 | 217897.0772 | 190460.1908 | 453118.2858 | 237736.5136 | 215381.7723 |
Total P&L (%) | 408.3573 | 217.8971 | 190.4602 | 453.1183 | 237.7365 | 215.3818 |
Avg Daily Profit (%) | 0.2556 | 0.1364 | 0.1192 | 0.1071 | 0.0762 | 0.0719 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118888 | -128157 | -49515 | -454983 | -294686 | -213947 |
Profit Factor | 1.7041 | 1.6459 | 1.7851 | 1.2694 | 1.2476 | 1.2984 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 51.9231 | 50 | 53.8462 | 51.9231 | 50 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.5779 | 1.6459 | 1.5301 | 1.1754 | 1.2476 | 1.113 |
Largest Winning Trade | 166108 | 166108 | 57992 | 211261 | 211261 | 169222 |
Largest Losing Trade | -38066 | -38066 | -29658 | -172656 | -105942 | -172656 |
Avg Bars in Trades | 59 | 49 | 69 | 59 | 49 | 69 |
Avg Bars in Winners | 64 | 43 | 83 | 64 | 43 | 83 |
Avg Bars in Losers | 53 | 54 | 52 | 53 | 54 | 52 |
Bars Traded | 6158 | 2557 | 3601 | 6158 | 2557 | 3601 |
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 | 426646 | -187908 | -210037 | -49572 | -271491 | -276402 |
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{ "first_band": { "type": "ssf", "factors": { "length": 46, "offset": 0, "poles": 2 } }, "second_band": { "type": "tema", "factors": { "length": 115, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 46, "offset": 0, "poles": 2 } }, "second_band": { "type": "tema", "factors": { "length": 115, "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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