Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 461297.1211 | 198558.625 | 262738.4961 | 65429.5916 | 19579.0749 | 45850.5167 |
Total P&L (%) | 461.2971 | 198.5586 | 262.7385 | 65.4296 | 19.5791 | 45.8505 |
Avg Daily Profit (%) | 0.2788 | 0.12 | 0.1588 | 0.0304 | 0.0108 | 0.0228 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156620 | -132647 | -144072 | -104556 | -77568 | -87784 |
Profit Factor | 1.5204 | 1.4103 | 1.6526 | 1.1986 | 1.1226 | 1.27 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 151 | 71 | 80 | 151 | 71 | 80 |
Losing Trades | 83 | 46 | 37 | 83 | 46 | 37 |
Profitability (%) | 64.5299 | 60.6838 | 68.3761 | 64.5299 | 60.6838 | 68.3761 |
Ratio Avg Win / Avg Loss | 0.8357 | 0.9137 | 0.7643 | 0.6588 | 0.7273 | 0.5874 |
Largest Winning Trade | 42923 | 38243 | 42923 | 22551 | 14263 | 22551 |
Largest Losing Trade | -91308 | -63439 | -91308 | -79648 | -77568 | -79648 |
Avg Bars in Trades | 41 | 49 | 33 | 41 | 49 | 33 |
Avg Bars in Winners | 29 | 33 | 24 | 29 | 33 | 24 |
Avg Bars in Losers | 63 | 73 | 51 | 63 | 73 | 51 |
Bars Traded | 9706 | 5803 | 3903 | 9706 | 5803 | 3903 |
Profit Streak | 4.4895 | 0 | 42.9895 | 4.4895 | 0 | 42.9895 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410529 | -32558 | 405311 | -152950 | -271746 | -162218 |
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{ "first_band": { "type": "tema", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 74, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 74, "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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