Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 545041.1419 | 409312.906 | 135728.2358 | 482990.7798 | 1367238.9742 | -884248.1944 |
Total P&L (%) | 545.0411 | 409.3129 | 135.7282 | 482.9908 | 1367.239 | -884.2482 |
Avg Daily Profit (%) | 0.2865 | 0.2151 | 0.0713 | 0.0927 | 0.1413 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134872 | -168420 | -89231 | -3150918 | -2576954 | -2366237 |
Profit Factor | 1.8533 | 2.2017 | 1.4552 | 1.0605 | 1.3669 | 0.7919 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Profitability (%) | 38.3721 | 41.8605 | 34.8837 | 38.3721 | 41.8605 | 34.8837 |
Ratio Avg Win / Avg Loss | 2.9764 | 3.0579 | 2.7164 | 1.7033 | 1.8984 | 1.4783 |
Largest Winning Trade | 201087 | 201087 | 60967 | 1788250 | 1788250 | 846025 |
Largest Losing Trade | -32923 | -32923 | -32779 | -1141231 | -763296 | -1141231 |
Avg Bars in Trades | 41 | 44 | 39 | 41 | 44 | 39 |
Avg Bars in Winners | 68 | 63 | 74 | 68 | 63 | 74 |
Avg Bars in Losers | 25 | 30 | 20 | 25 | 30 | 20 |
Bars Traded | 3592 | 1905 | 1686 | 3592 | 1905 | 1686 |
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 | 288063 | 317719 | -101367 | -226296 | -5525 | -584939 |
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{ "first_band": { "type": "tema", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 5, "offset": 0, "a": 0.60949 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 5, "offset": 0, "a": 0.60949 } } }
# | 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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