Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96998.7963 | 18265.7751 | 78733.0212 | 114412.4898 | 25347.0577 | 89065.4321 |
Total P&L (%) | 96.9988 | 18.2658 | 78.733 | 114.4125 | 25.3471 | 89.0654 |
Avg Daily Profit (%) | 0.3725 | 0.0701 | 0.3023 | 0.2933 | 0.0868 | 0.2449 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41229 | -34695 | -22280 | -75965 | -41130 | -51807 |
Profit Factor | 1.3496 | 1.1419 | 1.5295 | 1.2674 | 1.1321 | 1.3774 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 93 | 48 | 45 | 93 | 48 | 45 |
Losing Trades | 95 | 46 | 49 | 95 | 46 | 49 |
Profitability (%) | 49.4681 | 51.0638 | 47.8723 | 49.4681 | 51.0638 | 47.8723 |
Ratio Avg Win / Avg Loss | 1.3786 | 1.0943 | 1.6654 | 1.2947 | 1.085 | 1.4998 |
Largest Winning Trade | 28582 | 15925 | 28582 | 30976 | 18249 | 30976 |
Largest Losing Trade | -10223 | -10223 | -9810 | -17049 | -15849 | -17049 |
Avg Bars in Trades | 130 | 131 | 129 | 130 | 131 | 129 |
Avg Bars in Winners | 173 | 169 | 178 | 173 | 169 | 178 |
Avg Bars in Losers | 88 | 91 | 84 | 88 | 91 | 84 |
Bars Traded | 24529 | 12330 | 12200 | 24529 | 12330 | 12200 |
Profit Streak | 4.2946 | 0 | 8.2217 | 4.2946 | 0 | 8.2217 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321079 | -173355 | 349010 | 278642 | -157341 | 257869 |
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{ "first_band": { "type": "tema", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 121, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 121, "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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