Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 639840.5526 | 324723.8932 | 315116.6594 | 1199364.2652 | -1987957.174 | 3187321.4393 |
Total P&L (%) | 639.8406 | 324.7239 | 315.1167 | 1199.3643 | -1987.9572 | 3187.3214 |
Avg Daily Profit (%) | 0.3855 | 0.1956 | 0.1898 | 0.1546 | 0 | 0.2106 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131885 | -108812 | -85548 | -5092183 | -5237644 | -2837525 |
Profit Factor | 1.3431 | 1.3146 | 1.3786 | 1.023 | 0.9296 | 1.1331 |
Total Trades | 658 | 329 | 329 | 658 | 329 | 329 |
Winning Trades | 335 | 163 | 172 | 335 | 163 | 172 |
Losing Trades | 323 | 166 | 157 | 323 | 166 | 157 |
Profitability (%) | 50.9119 | 49.5441 | 52.2796 | 50.9119 | 49.5441 | 52.2796 |
Ratio Avg Win / Avg Loss | 1.295 | 1.3388 | 1.2584 | 0.9863 | 0.9467 | 1.0343 |
Largest Winning Trade | 121922 | 121922 | 36382 | 1440787 | 1169272 | 1440787 |
Largest Losing Trade | -41004 | -41004 | -29480 | -1577613 | -1577613 | -882066 |
Avg Bars in Trades | 29 | 31 | 28 | 29 | 31 | 28 |
Avg Bars in Winners | 32 | 35 | 29 | 32 | 35 | 29 |
Avg Bars in Losers | 27 | 28 | 26 | 27 | 28 | 26 |
Bars Traded | 19718 | 10484 | 9234 | 19718 | 10484 | 9234 |
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 | 496946 | 314789 | 354116 | -185431 | -579790 | -64261 |
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{ "first_band": { "type": "tema", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 25, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 25, "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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