Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 548024.3682 | 431601.0584 | 116423.3097 | 1078349.8109 | 203917.0273 | 874432.7836 |
Total P&L (%) | 548.0244 | 431.6011 | 116.4233 | 1078.3498 | 203.917 | 874.4328 |
Avg Daily Profit (%) | 0.2772 | 0.2183 | 0.0589 | 0.1248 | 0.0562 | 0.1152 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114829 | -89769 | -109451 | -2467121 | -1712668 | -1788920 |
Profit Factor | 2.2539 | 3.0264 | 1.5196 | 1.2089 | 1.0732 | 1.3682 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 44.2623 | 38.7097 | 50 | 44.2623 | 38.7097 | 50 |
Ratio Avg Win / Avg Loss | 2.8382 | 4.7917 | 1.5196 | 1.5223 | 1.6992 | 1.3682 |
Largest Winning Trade | 104325 | 104325 | 67099 | 1070350 | 821856 | 1070350 |
Largest Losing Trade | -71207 | -29118 | -71207 | -1788920 | -776158 | -1788920 |
Avg Bars in Trades | 94 | 81 | 108 | 94 | 81 | 108 |
Avg Bars in Winners | 158 | 140 | 173 | 158 | 140 | 173 |
Avg Bars in Losers | 43 | 43 | 43 | 43 | 43 | 43 |
Bars Traded | 5771 | 2512 | 3259 | 5771 | 2512 | 3259 |
Profit Streak | 0 | 0 | 704.1729 | 0 | 0 | 704.1729 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155243 | 328602 | -110841 | -193518 | -261198 | -37346 |
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{ "first_band": { "type": "ssf", "factors": { "length": 149, "offset": 0, "poles": 2 } }, "second_band": { "type": "tema", "factors": { "length": 92, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 149, "offset": 0, "poles": 2 } }, "second_band": { "type": "tema", "factors": { "length": 92, "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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