Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 489079.222 | 459841.996 | 29237.226 | 25581.0166 | 1889238.772 | -1863657.7554 |
Total P&L (%) | 489.0792 | 459.842 | 29.2372 | 25.581 | 1889.2388 | -1863.6578 |
Avg Daily Profit (%) | 0.2113 | 0.1986 | 0.0126 | 0.0098 | 0.1293 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -237317 | -211351 | -159240 | -3965738 | -3123434 | -2386688 |
Profit Factor | 1.3629 | 1.6882 | 1.043 | 1.0023 | 1.3493 | 0.6645 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 97 | 50 | 47 | 97 | 50 | 47 |
Losing Trades | 121 | 59 | 62 | 121 | 59 | 62 |
Profitability (%) | 44.4954 | 45.8716 | 43.1193 | 44.4954 | 45.8716 | 43.1193 |
Ratio Avg Win / Avg Loss | 1.7001 | 1.992 | 1.3759 | 1.2503 | 1.5922 | 0.8766 |
Largest Winning Trade | 142443 | 142443 | 67363 | 2179804 | 2179804 | 414734 |
Largest Losing Trade | -41665 | -41665 | -41637 | -1010403 | -1010403 | -933505 |
Avg Bars in Trades | 41 | 39 | 44 | 41 | 39 | 44 |
Avg Bars in Winners | 53 | 46 | 61 | 53 | 46 | 61 |
Avg Bars in Losers | 32 | 33 | 31 | 32 | 33 | 31 |
Bars Traded | 9130 | 4317 | 4813 | 9130 | 4317 | 4813 |
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 | 298692 | 321777 | -355284 | -402150 | -20421 | -583717 |
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{ "first_band": { "type": "ssf", "factors": { "length": 37, "offset": 0, "poles": 2 } }, "second_band": { "type": "tema", "factors": { "length": 82, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 37, "offset": 0, "poles": 2 } }, "second_band": { "type": "tema", "factors": { "length": 82, "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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