Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 747021.4594 | 610128.5135 | 136892.9459 | 567817.2627 | 618747.0512 | -50929.7885 |
Total P&L (%) | 747.0215 | 610.1285 | 136.8929 | 567.8173 | 618.7471 | -50.9298 |
Avg Daily Profit (%) | 0.4686 | 0.3828 | 0.0859 | 0.1192 | 0.1238 | -0.0447 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146137 | -134709 | -82591 | -1865436 | -1368280 | -753000 |
Profit Factor | 2.2036 | 2.5875 | 1.5793 | 1.1618 | 1.2965 | 0.9642 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 41 | 15 | 26 | 41 | 15 | 26 |
Losing Trades | 58 | 35 | 23 | 58 | 35 | 23 |
Profitability (%) | 41.4141 | 30 | 53.0612 | 41.4141 | 30 | 53.0612 |
Ratio Avg Win / Avg Loss | 3.1174 | 6.0375 | 1.3971 | 1.6435 | 3.0251 | 0.8529 |
Largest Winning Trade | 411180 | 411180 | 53699 | 1343812 | 1343812 | 284362 |
Largest Losing Trade | -48744 | -28947 | -48744 | -599234 | -552041 | -599234 |
Avg Bars in Trades | 189 | 180 | 198 | 189 | 180 | 198 |
Avg Bars in Winners | 271 | 305 | 252 | 271 | 305 | 252 |
Avg Bars in Losers | 131 | 126 | 138 | 131 | 126 | 138 |
Bars Traded | 18743 | 9007 | 9736 | 18743 | 9007 | 9736 |
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 | 412265 | -173577 | -76015 | -77984 | -214244 | -580284 |
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{ "first_band": { "type": "tema", "factors": { "length": 194, "offset": 164 } }, "second_band": { "type": "wma", "factors": { "length": 231, "offset": 0 } } }
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# | 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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