Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 722782.8189 | 593512.1849 | 129270.634 | 1327019.7285 | 428491.2878 | 898528.4407 |
Total P&L (%) | 722.7828 | 593.5122 | 129.2706 | 1327.0197 | 428.4913 | 898.5284 |
Avg Daily Profit (%) | 0.3847 | 0.3159 | 0.0688 | 0.1416 | 0.0887 | 0.1226 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96497 | -63319 | -80357 | -1083248 | -782112 | -378875 |
Profit Factor | 2.5622 | 3.2907 | 1.635 | 1.3895 | 1.2206 | 1.6133 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Profitability (%) | 42.3077 | 33.3333 | 51.2821 | 42.3077 | 33.3333 | 51.2821 |
Ratio Avg Win / Avg Loss | 3.494 | 6.5815 | 1.5533 | 1.8947 | 2.4413 | 1.5326 |
Largest Winning Trade | 456007 | 456007 | 61636 | 490303 | 490303 | 344625 |
Largest Losing Trade | -36950 | -27476 | -36950 | -214860 | -184940 | -214860 |
Avg Bars in Trades | 142 | 127 | 156 | 142 | 127 | 156 |
Avg Bars in Winners | 246 | 252 | 242 | 246 | 252 | 242 |
Avg Bars in Losers | 65 | 65 | 66 | 65 | 65 | 66 |
Bars Traded | 11086 | 4969 | 6117 | 11086 | 4969 | 6117 |
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 | -27267 | 318915 | -97776 | -43627 | -80346 | -25734 |
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{ "first_band": { "type": "ssf", "factors": { "length": 197, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 151, "offset": 0 } } }
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# | 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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