Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 66143.785 | 1143.2085 | 65000.5765 | 60595.2609 | -15506.8892 | 76102.15 |
Total P&L (%) | 66.1438 | 1.1432 | 65.0006 | 60.5953 | -15.5069 | 76.1022 |
Avg Daily Profit (%) | 0.254 | 0.0044 | 0.2496 | 0.1821 | -0.0647 | 0.2175 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41104 | -22996 | -27474 | -81922 | -49980 | -52067 |
Profit Factor | 1.2415 | 1.0069 | 1.6029 | 1.1348 | 0.943 | 1.4282 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 141 | 69 | 72 | 141 | 69 | 72 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 69.1176 | 67.6471 | 70.5882 | 69.1176 | 67.6471 | 70.5882 |
Ratio Avg Win / Avg Loss | 0.5547 | 0.4816 | 0.6679 | 0.507 | 0.451 | 0.5951 |
Largest Winning Trade | 8682 | 8682 | 8236 | 15087 | 15087 | 11900 |
Largest Losing Trade | -19444 | -15553 | -19444 | -31313 | -21853 | -31313 |
Avg Bars in Trades | 120 | 125 | 114 | 120 | 125 | 114 |
Avg Bars in Winners | 60 | 58 | 62 | 60 | 58 | 62 |
Avg Bars in Losers | 254 | 266 | 241 | 254 | 266 | 241 |
Bars Traded | 24529 | 12807 | 11722 | 24529 | 12807 | 11722 |
Profit Streak | 4.3155 | 4.3155 | 11.4613 | 4.3155 | 4.3155 | 11.4613 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308626 | -566392 | 371767 | -64393 | -579816 | 335906 |
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{ "first_band": { "type": "tema", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 236, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 236, "offset": 0, "poles": 2 } } }
# | 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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