Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80258.2234 | -74286.4309 | 154544.6543 | -31059.3555 | -78133.8489 | 47074.4934 |
Total P&L (%) | 80.2582 | -74.2864 | 154.5447 | -31.0594 | -78.1338 | 47.0745 |
Avg Daily Profit (%) | 0.0778 | -0.072 | 0.1497 | -0.036 | -0.1472 | 0.0374 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89154 | -119567 | -58678 | -134093 | -104693 | -71206 |
Profit Factor | 1.1931 | 0.7247 | 2.0607 | 0.9135 | 0.6484 | 1.344 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 51 | 21 | 30 | 51 | 21 | 30 |
Losing Trades | 21 | 15 | 6 | 21 | 15 | 6 |
Profitability (%) | 70.8333 | 58.3333 | 83.3333 | 70.8333 | 58.3333 | 83.3333 |
Ratio Avg Win / Avg Loss | 0.4913 | 0.5176 | 0.4121 | 0.3761 | 0.4631 | 0.2688 |
Largest Winning Trade | 26267 | 23115 | 26267 | 24873 | 24873 | 22931 |
Largest Losing Trade | -49736 | -41893 | -49736 | -60201 | -41871 | -60201 |
Avg Bars in Trades | 53 | 49 | 57 | 53 | 49 | 57 |
Avg Bars in Winners | 35 | 24 | 43 | 35 | 24 | 43 |
Avg Bars in Losers | 95 | 84 | 123 | 95 | 84 | 123 |
Bars Traded | 3828 | 1768 | 2060 | 3828 | 1768 | 2060 |
Profit Streak | 64.5368 | 95.5368 | 64.5368 | 64.5368 | 95.5368 | 64.5368 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -178019 | -578259 | 491807 | -659921 | -578259 | -140168 |
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{ "first_band": { "type": "tema", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 197, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 197, "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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