Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 414510.566 | 254174.4391 | 160336.1269 | 1806658.5473 | 1288582.132 | 518076.4152 |
Total P&L (%) | 414.5106 | 254.1744 | 160.3361 | 1806.6585 | 1288.5821 | 518.0764 |
Avg Daily Profit (%) | 0.3979 | 0.244 | 0.1539 | 0.2834 | 0.2529 | 0.175 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55166 | -33977 | -41666 | -1365886 | -448997 | -1021131 |
Profit Factor | 2.5355 | 2.8394 | 2.2167 | 1.6483 | 2.0249 | 1.3387 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 39.5604 | 35.5556 | 43.4783 | 39.5604 | 35.5556 | 43.4783 |
Ratio Avg Win / Avg Loss | 3.8736 | 5.1464 | 2.8817 | 2.5182 | 3.6701 | 1.7403 |
Largest Winning Trade | 107967 | 107967 | 53539 | 565175 | 565175 | 440215 |
Largest Losing Trade | -15963 | -15963 | -12626 | -270979 | -270979 | -244291 |
Avg Bars in Trades | 267 | 232 | 300 | 267 | 232 | 300 |
Avg Bars in Winners | 487 | 443 | 523 | 487 | 443 | 523 |
Avg Bars in Losers | 122 | 116 | 129 | 122 | 116 | 129 |
Bars Traded | 24315 | 10470 | 13844 | 24315 | 10470 | 13844 |
Profit Streak | 31.4025 | 0 | 32.9858 | 31.4025 | 0 | 32.9858 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391311 | 283181 | 342867 | 309435 | 244325 | 264026 |
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{ "first_band": { "type": "rma", "factors": { "length": 99, "offset": 104 } }, "second_band": { "type": "tema", "factors": { "length": 154, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 99, "offset": 104 } }, "second_band": { "type": "tema", "factors": { "length": 154, "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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