Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 796363.3777 | 565075.0592 | 231288.3184 | 4505090.5901 | 184356.0031 | 4320734.5869 |
Total P&L (%) | 796.3634 | 565.0751 | 231.2883 | 4505.0906 | 184.356 | 4320.7346 |
Avg Daily Profit (%) | 0.4188 | 0.2972 | 0.1216 | 0.2016 | 0.055 | 0.1995 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99275 | -125440 | -72783 | -5284923 | -5461249 | -2637698 |
Profit Factor | 2.3191 | 2.7165 | 1.8426 | 1.2399 | 1.0164 | 1.5727 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 43.75 | 39.5833 | 47.9167 | 43.75 | 39.5833 | 47.9167 |
Ratio Avg Win / Avg Loss | 2.9817 | 4.1462 | 2.0028 | 1.5941 | 1.5514 | 1.7094 |
Largest Winning Trade | 250330 | 250330 | 53264 | 3239827 | 3239827 | 1777944 |
Largest Losing Trade | -29901 | -29901 | -26853 | -1536420 | -1134012 | -1536420 |
Avg Bars in Trades | 117 | 106 | 127 | 117 | 106 | 127 |
Avg Bars in Winners | 198 | 193 | 202 | 198 | 193 | 202 |
Avg Bars in Losers | 53 | 49 | 58 | 53 | 49 | 58 |
Bars Traded | 11245 | 5116 | 6129 | 11245 | 5116 | 6129 |
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 | 437385 | 363210 | -27836 | 241362 | -324829 | 366228 |
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{ "first_band": { "type": "ssf", "factors": { "length": 222, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 62, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 222, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 62, "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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