Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69351.0231 | 36157.1567 | 33193.8663 | 72735.8955 | 30871.4598 | 41864.4357 |
Total P&L (%) | 69.351 | 36.1572 | 33.1939 | 72.7359 | 30.8715 | 41.8644 |
Avg Daily Profit (%) | 0.1511 | 0.0788 | 0.0723 | 0.1191 | 0.0586 | 0.0762 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42758 | -23582 | -26086 | -69521 | -48913 | -41513 |
Profit Factor | 1.3768 | 1.4206 | 1.3385 | 1.2572 | 1.2147 | 1.3011 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 179 | 92 | 87 | 179 | 92 | 87 |
Losing Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Profitability (%) | 72.1774 | 74.1935 | 70.1613 | 72.1774 | 74.1935 | 70.1613 |
Ratio Avg Win / Avg Loss | 0.5307 | 0.4941 | 0.5692 | 0.4846 | 0.4225 | 0.5533 |
Largest Winning Trade | 7575 | 7124 | 7575 | 10396 | 10396 | 8066 |
Largest Losing Trade | -23582 | -23582 | -22963 | -48913 | -48913 | -36570 |
Avg Bars in Trades | 43 | 42 | 45 | 43 | 42 | 45 |
Avg Bars in Winners | 26 | 23 | 29 | 26 | 23 | 29 |
Avg Bars in Losers | 89 | 96 | 83 | 89 | 96 | 83 |
Bars Traded | 10853 | 5244 | 5609 | 10853 | 5244 | 5609 |
Profit Streak | 608.1916 | 608.1916 | 617.525 | 608.1916 | 608.1916 | 617.525 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389520 | -87820 | -97601 | -31031 | -116397 | -91861 |
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{ "first_band": { "type": "tema", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 63, "offset": 0, "poles": 2 } } }
# | 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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