Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249458.4902 | 201492.2579 | 47966.2323 | 27767.3122 | 164770.1441 | -137002.8319 |
Total P&L (%) | 249.4585 | 201.4923 | 47.9662 | 27.7673 | 164.7701 | -137.0028 |
Avg Daily Profit (%) | 0.1553 | 0.1255 | 0.0299 | 0.0153 | 0.0606 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121233 | -90535 | -90175 | -218539 | -174616 | -230042 |
Profit Factor | 1.3662 | 1.5886 | 1.1415 | 1.0265 | 1.362 | 0.7682 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 65 | 28 | 37 | 65 | 28 | 37 |
Losing Trades | 56 | 33 | 23 | 56 | 33 | 23 |
Profitability (%) | 53.719 | 45.9016 | 61.6667 | 53.719 | 45.9016 | 61.6667 |
Ratio Avg Win / Avg Loss | 1.177 | 1.8723 | 0.7096 | 0.8844 | 1.6052 | 0.4776 |
Largest Winning Trade | 94794 | 94794 | 38329 | 108183 | 108183 | 69875 |
Largest Losing Trade | -44562 | -37867 | -44562 | -120191 | -53901 | -120191 |
Avg Bars in Trades | 24 | 26 | 23 | 24 | 26 | 23 |
Avg Bars in Winners | 21 | 19 | 22 | 21 | 19 | 22 |
Avg Bars in Losers | 29 | 32 | 24 | 29 | 32 | 24 |
Bars Traded | 3022 | 1609 | 1413 | 3022 | 1609 | 1413 |
Profit Streak | 0 | 0 | 50.1393 | 0 | 0 | 50.1393 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317100 | -185561 | -387434 | -367691 | -273366 | -747177 |
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{ "first_band": { "type": "tema", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 12, "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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