Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 803261.3876 | 520094.4338 | 283166.9538 | 12869257.2775 | 3839445.3391 | 9029811.9384 |
Total P&L (%) | 803.2614 | 520.0944 | 283.167 | 12869.2573 | 3839.4453 | 9029.8119 |
Avg Daily Profit (%) | 0.4223 | 0.2734 | 0.1489 | 0.2561 | 0.1933 | 0.2376 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111313 | -106744 | -110728 | -5999283 | -7205332 | -1594200 |
Profit Factor | 2.3295 | 2.5664 | 2.0405 | 1.5576 | 1.2464 | 2.2047 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 47.541 | 42.623 | 52.459 | 47.541 | 42.623 | 52.459 |
Ratio Avg Win / Avg Loss | 2.5705 | 3.4548 | 1.8492 | 1.7188 | 1.6778 | 1.998 |
Largest Winning Trade | 150594 | 150594 | 53170 | 7265848 | 7265848 | 4724329 |
Largest Losing Trade | -28125 | -25041 | -28125 | -3493019 | -3493019 | -1339473 |
Avg Bars in Trades | 46 | 42 | 49 | 46 | 42 | 49 |
Avg Bars in Winners | 75 | 73 | 76 | 75 | 73 | 76 |
Avg Bars in Losers | 19 | 19 | 20 | 19 | 19 | 20 |
Bars Traded | 5624 | 2585 | 3039 | 5624 | 2585 | 3039 |
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 | 494671 | -151268 | -151818 | 383538 | -155979 | -148807 |
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{ "first_band": { "type": "ssf", "factors": { "length": 88, "offset": 0, "poles": 2 } }, "second_band": { "type": "tema", "factors": { "length": 38, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 88, "offset": 0, "poles": 2 } }, "second_band": { "type": "tema", "factors": { "length": 38, "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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