Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94908.8781 | 29200.0077 | 65708.8703 | 90796.0636 | 20579.56 | 70216.5036 |
Total P&L (%) | 94.9089 | 29.2 | 65.7089 | 90.7961 | 20.5796 | 70.2165 |
Avg Daily Profit (%) | 0.3644 | 0.1121 | 0.2523 | 0.2484 | 0.0719 | 0.2045 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63229 | -34632 | -50900 | -70955 | -41431 | -50604 |
Profit Factor | 1.4042 | 1.2266 | 1.6203 | 1.3405 | 1.137 | 1.6027 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 64 | 62 | 66 | 64 | 62 | 66 |
Ratio Avg Win / Avg Loss | 0.7899 | 0.7518 | 0.8347 | 0.754 | 0.6969 | 0.8256 |
Largest Winning Trade | 18155 | 13851 | 18155 | 18520 | 14824 | 18520 |
Largest Losing Trade | -29306 | -18771 | -29306 | -28723 | -25890 | -28723 |
Avg Bars in Trades | 246 | 268 | 223 | 246 | 268 | 223 |
Avg Bars in Winners | 174 | 191 | 158 | 174 | 191 | 158 |
Avg Bars in Losers | 374 | 395 | 350 | 374 | 395 | 350 |
Bars Traded | 24628 | 13444 | 11183 | 24628 | 13444 | 11183 |
Profit Streak | 3.6093 | 3.6093 | 17.3906 | 3.6093 | 3.6093 | 17.3906 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311115 | -228993 | -170237 | 261380 | -355387 | -170394 |
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{ "first_band": { "type": "tema", "factors": { "length": 181, "offset": 50 } }, "second_band": { "type": "rma", "factors": { "length": 229, "offset": 0 } } }
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# | 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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