Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 143705.0612 | 62364.1079 | 81340.9533 | 195511.7681 | 94051.1794 | 101460.5886 |
Total P&L (%) | 143.7051 | 62.3641 | 81.341 | 195.5118 | 94.0512 | 101.4606 |
Avg Daily Profit (%) | 0.5518 | 0.2395 | 0.3123 | 0.4169 | 0.2549 | 0.2693 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44498 | -43689 | -39872 | -63435 | -49877 | -54609 |
Profit Factor | 1.3843 | 1.3287 | 1.4416 | 1.3354 | 1.3183 | 1.3529 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Losing Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Profitability (%) | 54.9505 | 54.4554 | 55.4455 | 54.9505 | 54.4554 | 55.4455 |
Ratio Avg Win / Avg Loss | 1.1349 | 1.1113 | 1.1585 | 1.0947 | 1.1026 | 1.0872 |
Largest Winning Trade | 20591 | 20591 | 19378 | 30806 | 28342 | 30806 |
Largest Losing Trade | -19799 | -12181 | -19799 | -36567 | -36567 | -29747 |
Avg Bars in Trades | 122 | 120 | 123 | 122 | 120 | 123 |
Avg Bars in Winners | 132 | 130 | 133 | 132 | 130 | 133 |
Avg Bars in Losers | 109 | 108 | 111 | 109 | 108 | 111 |
Bars Traded | 24691 | 12183 | 12508 | 24691 | 12183 | 12508 |
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 | 415117 | 237807 | 308019 | 362839 | 258582 | 275261 |
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{ "first_band": { "type": "tema", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 92, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 92, "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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