Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249105.952 | 159374.3943 | 89731.5577 | 105579.1948 | 50436.6952 | 55142.4996 |
Total P&L (%) | 249.106 | 159.3744 | 89.7316 | 105.5792 | 50.4367 | 55.1425 |
Avg Daily Profit (%) | 0.2436 | 0.1558 | 0.0877 | 0.0705 | 0.0399 | 0.043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142743 | -160304 | -44031 | -169932 | -193176 | -74656 |
Profit Factor | 1.4093 | 1.4516 | 1.3509 | 1.124 | 1.1041 | 1.1505 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 59.4203 | 59.4203 | 59.4203 | 59.4203 | 59.4203 | 59.4203 |
Ratio Avg Win / Avg Loss | 0.9624 | 0.9913 | 0.9225 | 0.7676 | 0.754 | 0.7857 |
Largest Winning Trade | 98188 | 98188 | 21598 | 84969 | 84969 | 26775 |
Largest Losing Trade | -49852 | -46195 | -49852 | -71852 | -56842 | -71852 |
Avg Bars in Trades | 28 | 36 | 20 | 28 | 36 | 20 |
Avg Bars in Winners | 26 | 26 | 26 | 26 | 26 | 26 |
Avg Bars in Losers | 32 | 51 | 12 | 32 | 51 | 12 |
Bars Traded | 3998 | 2551 | 1447 | 3998 | 2551 | 1447 |
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 | 321937 | -93872 | -177278 | -182701 | -349032 | -293402 |
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{ "first_band": { "type": "tema", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 36, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 36, "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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