Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107148.606 | 61784.5327 | 45364.0733 | 132942.3409 | 85981.5489 | 46960.792 |
Total P&L (%) | 107.1486 | 61.7845 | 45.3641 | 132.9423 | 85.9815 | 46.9608 |
Avg Daily Profit (%) | 0.7714 | 0.4448 | 0.3266 | 0.6106 | 0.4477 | 0.2775 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72074 | -22532 | -54164 | -101128 | -31083 | -77224 |
Profit Factor | 1.3259 | 1.4268 | 1.2465 | 1.3042 | 1.4531 | 1.1899 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 125 | 65 | 60 | 125 | 65 | 60 |
Losing Trades | 149 | 72 | 77 | 149 | 72 | 77 |
Profitability (%) | 45.6204 | 47.4453 | 43.7956 | 45.6204 | 47.4453 | 43.7956 |
Ratio Avg Win / Avg Loss | 1.5804 | 1.5805 | 1.5996 | 1.5546 | 1.6096 | 1.527 |
Largest Winning Trade | 19862 | 19862 | 14829 | 29881 | 29881 | 21100 |
Largest Losing Trade | -17022 | -8931 | -17022 | -21473 | -11181 | -21473 |
Avg Bars in Trades | 47 | 47 | 48 | 47 | 47 | 48 |
Avg Bars in Winners | 65 | 66 | 64 | 65 | 66 | 64 |
Avg Bars in Losers | 33 | 30 | 36 | 33 | 30 | 36 |
Bars Traded | 13138 | 6470 | 6668 | 13138 | 6470 | 6668 |
Profit Streak | 0 | 126.3006 | 0 | 0 | 126.3006 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425030 | 314511 | 123847 | 370795 | 340900 | -8247 |
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{ "first_band": { "type": "tema", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 29, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 29, "offset": 0, "poles": 2 } } }
# | 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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