Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 164318.4162 | 98233.9365 | 66084.4797 | -9356.5228 | -17792.9925 | 8436.4698 |
Total P&L (%) | 164.3184 | 98.2339 | 66.0845 | -9.3565 | -17.793 | 8.4365 |
Avg Daily Profit (%) | 0.1577 | 0.0943 | 0.0634 | -0.0094 | -0.0188 | 0.0078 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123840 | -70671 | -110700 | -89041 | -84373 | -72753 |
Profit Factor | 1.2031 | 1.2458 | 1.1615 | 0.9816 | 0.9326 | 1.0346 |
Total Trades | 308 | 154 | 154 | 308 | 154 | 154 |
Winning Trades | 227 | 110 | 117 | 227 | 110 | 117 |
Losing Trades | 81 | 44 | 37 | 81 | 44 | 37 |
Profitability (%) | 73.7013 | 71.4286 | 75.974 | 73.7013 | 71.4286 | 75.974 |
Ratio Avg Win / Avg Loss | 0.4293 | 0.4983 | 0.3673 | 0.3503 | 0.373 | 0.3272 |
Largest Winning Trade | 29213 | 29213 | 26045 | 18957 | 10988 | 18957 |
Largest Losing Trade | -70460 | -49689 | -70460 | -48889 | -48889 | -33949 |
Avg Bars in Trades | 80 | 80 | 79 | 80 | 80 | 79 |
Avg Bars in Winners | 46 | 45 | 48 | 46 | 45 | 48 |
Avg Bars in Losers | 172 | 169 | 177 | 172 | 169 | 177 |
Bars Traded | 24658 | 12471 | 12187 | 24658 | 12471 | 12187 |
Profit Streak | 20.223 | 61.5147 | 20.223 | 20.223 | 61.5147 | 20.223 |
Trades During Streak | 9 | 13 | 4 | 9 | 13 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412372 | -64239 | -147895 | -574408 | -576035 | -527201 |
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{ "first_band": { "type": "tema", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 242, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 242, "offset": 0, "poles": 3 } } }
# | 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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