Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 593236.5743 | 529194.0964 | 64042.4779 | -32675.8188 | -133278.7209 | 100602.9021 |
Total P&L (%) | 593.2366 | 529.1941 | 64.0425 | -32.6758 | -133.2787 | 100.6029 |
Avg Daily Profit (%) | 0.4016 | 0.3582 | 0.0434 | -0.0268 | 0 | 0.0471 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158712 | -145133 | -138611 | -663521 | -590335 | -534733 |
Profit Factor | 1.5043 | 1.8486 | 1.1158 | 0.9908 | 0.9312 | 1.062 |
Total Trades | 290 | 145 | 145 | 290 | 145 | 145 |
Winning Trades | 107 | 46 | 61 | 107 | 46 | 61 |
Losing Trades | 183 | 99 | 84 | 183 | 99 | 84 |
Profitability (%) | 36.8966 | 31.7241 | 42.069 | 36.8966 | 31.7241 | 42.069 |
Ratio Avg Win / Avg Loss | 2.5727 | 3.9785 | 1.5366 | 1.6946 | 2.0042 | 1.4624 |
Largest Winning Trade | 525621 | 525621 | 37270 | 437223 | 437223 | 180557 |
Largest Losing Trade | -55578 | -38140 | -55578 | -204862 | -204862 | -175359 |
Avg Bars in Trades | 29 | 31 | 28 | 29 | 31 | 28 |
Avg Bars in Winners | 49 | 53 | 46 | 49 | 53 | 46 |
Avg Bars in Losers | 18 | 20 | 15 | 18 | 20 | 15 |
Bars Traded | 8644 | 4514 | 4130 | 8644 | 4514 | 4130 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320500 | 202352 | -230364 | -581301 | -585277 | -285267 |
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{ "first_band": { "type": "tema", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 6, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 6, "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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