Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79360.7519 | 10740.5435 | 68620.2084 | 75216.6032 | 163.055 | 75053.5482 |
Total P&L (%) | 79.3608 | 10.7405 | 68.6202 | 75.2166 | 0.1631 | 75.0535 |
Avg Daily Profit (%) | 0.3047 | 0.0412 | 0.2635 | 0.2156 | 0.0006 | 0.2152 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61508 | -29875 | -37393 | -95567 | -48775 | -55559 |
Profit Factor | 1.2005 | 1.055 | 1.3421 | 1.1268 | 1.0006 | 1.2507 |
Total Trades | 330 | 165 | 165 | 330 | 165 | 165 |
Winning Trades | 174 | 83 | 91 | 174 | 83 | 91 |
Losing Trades | 156 | 82 | 74 | 156 | 82 | 74 |
Profitability (%) | 52.7273 | 50.303 | 55.1515 | 52.7273 | 50.303 | 55.1515 |
Ratio Avg Win / Avg Loss | 1.0763 | 1.0423 | 1.0914 | 1.0102 | 0.9885 | 1.017 |
Largest Winning Trade | 24871 | 10270 | 24871 | 32560 | 14581 | 32560 |
Largest Losing Trade | -11861 | -11861 | -10495 | -19894 | -17518 | -19894 |
Avg Bars in Trades | 74 | 73 | 76 | 74 | 73 | 76 |
Avg Bars in Winners | 77 | 73 | 82 | 77 | 73 | 82 |
Avg Bars in Losers | 71 | 73 | 68 | 71 | 73 | 68 |
Bars Traded | 24643 | 12100 | 12544 | 24643 | 12100 | 12544 |
Profit Streak | 2.5804 | 0 | 5.3304 | 2.5804 | 0 | 5.3304 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 256842 | -441630 | 330242 | -74205 | -580380 | 298595 |
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{ "first_band": { "type": "tema", "factors": { "length": 104, "offset": 169 } }, "second_band": { "type": "alma", "factors": { "length": 203, "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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