Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 516607.1546 | 316908.2792 | 199698.8754 | 1354249.6197 | 1397297.0391 | -43047.4194 |
Total P&L (%) | 516.6072 | 316.9083 | 199.6989 | 1354.2496 | 1397.297 | -43.0474 |
Avg Daily Profit (%) | 0.3077 | 0.1887 | 0.1189 | 0.1596 | 0.1613 | -0.0335 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150026 | -110210 | -78587 | -2080796 | -833000 | -1454849 |
Profit Factor | 1.4514 | 1.5486 | 1.3523 | 1.1965 | 1.4078 | 0.9876 |
Total Trades | 431 | 216 | 215 | 431 | 216 | 215 |
Winning Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Losing Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Profitability (%) | 38.2831 | 38.4259 | 38.1395 | 38.2831 | 38.4259 | 38.1395 |
Ratio Avg Win / Avg Loss | 2.3398 | 2.4814 | 2.1934 | 1.9289 | 2.2559 | 1.6018 |
Largest Winning Trade | 85682 | 85682 | 51977 | 989295 | 989295 | 691573 |
Largest Losing Trade | -36309 | -21360 | -36309 | -379141 | -379141 | -289409 |
Avg Bars in Trades | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Winners | 12 | 13 | 12 | 12 | 13 | 12 |
Avg Bars in Losers | 4 | 4 | 4 | 4 | 4 | 4 |
Bars Traded | 3316 | 1716 | 1600 | 3316 | 1716 | 1600 |
Profit Streak | 9.2785 | 28.2785 | 0 | 9.2785 | 28.2785 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349876 | 273586 | -36471 | 110083 | 249189 | -581765 |
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{ "first_band": { "type": "tema", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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