Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 884718.0295 | 694643.0331 | 190074.9963 | 1214619.3286 | -238084.3792 | 1452703.7078 |
Total P&L (%) | 884.718 | 694.643 | 190.075 | 1214.6193 | -238.0844 | 1452.7037 |
Avg Daily Profit (%) | 0.6008 | 0.4717 | 0.1291 | 0.1751 | 0 | 0.1864 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114911 | -87044 | -76772 | -4376884 | -4122924 | -2474425 |
Profit Factor | 2.2136 | 2.6638 | 1.6102 | 1.0642 | 0.9795 | 1.199 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 96 | 50 | 46 | 96 | 50 | 46 |
Profitability (%) | 30.4348 | 27.5362 | 33.3333 | 30.4348 | 27.5362 | 33.3333 |
Ratio Avg Win / Avg Loss | 5.0597 | 7.0101 | 3.2204 | 2.4325 | 2.5776 | 2.3981 |
Largest Winning Trade | 459320 | 459320 | 63534 | 2850371 | 2850371 | 1193266 |
Largest Losing Trade | -44714 | -44714 | -21421 | -2166902 | -2166902 | -643783 |
Avg Bars in Trades | 41 | 43 | 39 | 41 | 43 | 39 |
Avg Bars in Winners | 88 | 84 | 91 | 88 | 84 | 91 |
Avg Bars in Losers | 20 | 27 | 12 | 20 | 27 | 12 |
Bars Traded | 5664 | 2970 | 2694 | 5664 | 2970 | 2694 |
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 | 303580 | -105153 | -126087 | -148189 | -698594 | -101004 |
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{ "first_band": { "type": "tema", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 127, "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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