Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83905.6369 | 12639.1824 | 71266.4545 | 102831.4096 | 20387.1309 | 82444.2787 |
Total P&L (%) | 83.9056 | 12.6392 | 71.2665 | 102.8314 | 20.3871 | 82.4443 |
Avg Daily Profit (%) | 0.3222 | 0.0485 | 0.2737 | 0.2719 | 0.0713 | 0.2312 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25482 | -28901 | -15939 | -31372 | -37544 | -23869 |
Profit Factor | 1.5693 | 1.129 | 2.4432 | 1.5328 | 1.1685 | 2.1447 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 71.2766 | 65.9574 | 76.5957 | 71.2766 | 65.9574 | 76.5957 |
Ratio Avg Win / Avg Loss | 0.6324 | 0.5827 | 0.7465 | 0.6177 | 0.6031 | 0.6553 |
Largest Winning Trade | 9852 | 9852 | 7070 | 13327 | 13327 | 12124 |
Largest Losing Trade | -25252 | -25252 | -9109 | -28315 | -28315 | -17465 |
Avg Bars in Trades | 258 | 256 | 259 | 258 | 256 | 259 |
Avg Bars in Winners | 174 | 164 | 182 | 174 | 164 | 182 |
Avg Bars in Losers | 466 | 433 | 513 | 466 | 433 | 513 |
Bars Traded | 24252 | 12033 | 12219 | 24252 | 12033 | 12219 |
Profit Streak | 10.9795 | 28.6461 | 10.9795 | 10.9795 | 28.6461 | 10.9795 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421683 | -289802 | 464524 | 398188 | -138934 | 430704 |
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{ "first_band": { "type": "tema", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 52, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 52, "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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