Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 595758.4405 | 343277.3754 | 252481.0651 | 1821071.4306 | -579288.8771 | 2400360.3077 |
Total P&L (%) | 595.7584 | 343.2774 | 252.4811 | 1821.0714 | -579.2889 | 2400.3603 |
Avg Daily Profit (%) | 0.3278 | 0.1889 | 0.1389 | 0.1627 | 0 | 0.1773 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72030 | -119368 | -38912 | -1625941 | -1448836 | -682030 |
Profit Factor | 2.2444 | 2.0963 | 2.5245 | 1.2472 | 0.8818 | 1.9722 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 35 | 12 | 23 | 35 | 12 | 23 |
Losing Trades | 55 | 33 | 22 | 55 | 33 | 22 |
Profitability (%) | 38.8889 | 26.6667 | 51.1111 | 38.8889 | 26.6667 | 51.1111 |
Ratio Avg Win / Avg Loss | 3.5269 | 5.7647 | 2.4148 | 1.9598 | 2.4248 | 1.8864 |
Largest Winning Trade | 258012 | 258012 | 69706 | 1038296 | 1038296 | 682844 |
Largest Losing Trade | -38912 | -20113 | -38912 | -575188 | -440830 | -575188 |
Avg Bars in Trades | 79 | 63 | 94 | 79 | 63 | 94 |
Avg Bars in Winners | 138 | 136 | 139 | 138 | 136 | 139 |
Avg Bars in Losers | 41 | 37 | 46 | 41 | 37 | 46 |
Bars Traded | 7130 | 2879 | 4251 | 7130 | 2879 | 4251 |
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 | 335558 | -10891 | -2561 | 162380 | -600403 | 424799 |
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{ "first_band": { "type": "ssf", "factors": { "length": 203, "offset": 0, "poles": 2 } }, "second_band": { "type": "tema", "factors": { "length": 65, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 203, "offset": 0, "poles": 2 } }, "second_band": { "type": "tema", "factors": { "length": 65, "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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