Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -111269.435 | -35343.8832 | -75925.5518 | -109383.7112 | 166032.966 | -275416.6772 |
Total P&L (%) | -111.2694 | -35.3439 | -75.9256 | -109.3837 | 166.033 | -275.4167 |
Avg Daily Profit (%) | -0.2136 | -0.0679 | -0.1458 | 0 | 0.188 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -278673 | -128398 | -172284 | -436481 | -29970 | -419339 |
Profit Factor | 0.8336 | 0.8944 | 0.7726 | 0.8349 | 2.1995 | 0.4743 |
Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Winning Trades | 95 | 47 | 48 | 110 | 53 | 57 |
Losing Trades | 112 | 57 | 55 | 97 | 51 | 46 |
Profitability (%) | 45.8937 | 45.1923 | 46.6019 | 53.1401 | 50.9615 | 55.3398 |
Ratio Avg Win / Avg Loss | 0.9828 | 1.0847 | 0.8853 | 0.7362 | 2.1165 | 0.3828 |
Largest Winning Trade | 38325 | 38325 | 29451 | 74514 | 74514 | 41439 |
Largest Losing Trade | -118139 | -32340 | -118139 | -405297 | -17669 | -405297 |
Avg Bars in Trades | 118 | 123 | 113 | 118 | 123 | 113 |
Avg Bars in Winners | 133 | 134 | 131 | 126 | 134 | 118 |
Avg Bars in Losers | 106 | 115 | 96 | 109 | 112 | 106 |
Bars Traded | 24529 | 12885 | 11644 | 24529 | 12885 | 11644 |
Profit Streak | 3.78 | 4.7175 | 0 | 0 | 0 | 3.8217 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -582283 | -580909 | -582948 | -579856 | 395382 | -581319 |
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{ "first_band": { "type": "tema", "factors": { "length": 241, "offset": 106 } }, "second_band": { "type": "alma", "factors": { "length": 146, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 241, "offset": 106 } }, "second_band": { "type": "alma", "factors": { "length": 146, "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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