Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 769404.8238 | 675993.1517 | 93411.6721 | 1567695.3361 | 2078790.5505 | -511095.2144 |
Total P&L (%) | 769.4048 | 675.9932 | 93.4117 | 1567.6953 | 2078.7906 | -511.0952 |
Avg Daily Profit (%) | 0.3074 | 0.2701 | 0.0373 | 0.1125 | 0.1232 | 0 |
Buy And Hold Return (%) | 111.4389 | 111.4389 | 111.4389 | 111.4389 | 111.4389 | 111.4389 |
Max Trade Drawdown | -150618 | -136216 | -80362 | -1415231 | -910550 | -1107502 |
Profit Factor | 1.6342 | 2.0852 | 1.1582 | 1.2026 | 1.534 | 0.867 |
Total Trades | 407 | 203 | 204 | 407 | 203 | 204 |
Winning Trades | 152 | 65 | 87 | 152 | 65 | 87 |
Losing Trades | 255 | 138 | 117 | 255 | 138 | 117 |
Profitability (%) | 37.3464 | 32.0197 | 42.6471 | 37.3464 | 32.0197 | 42.6471 |
Ratio Avg Win / Avg Loss | 2.7415 | 4.427 | 1.5576 | 2.0176 | 3.2568 | 1.166 |
Largest Winning Trade | 404677 | 404677 | 32628 | 1146852 | 1146852 | 338614 |
Largest Losing Trade | -40343 | -26648 | -40343 | -403824 | -217400 | -403824 |
Avg Bars in Trades | 24 | 22 | 26 | 24 | 22 | 26 |
Avg Bars in Winners | 42 | 42 | 42 | 42 | 42 | 42 |
Avg Bars in Losers | 13 | 13 | 14 | 13 | 13 | 14 |
Bars Traded | 9965 | 4569 | 5396 | 9965 | 4569 | 5396 |
Profit Streak | 10.6002 | 0 | 12.8502 | 10.6002 | 0 | 12.8502 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364324 | 207767 | -355641 | -43670 | -31729 | -580569 |
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{ "first_band": { "type": "ssf", "factors": { "length": 42, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 42, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 24, "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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