Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 875078.4987 | 752618.8931 | 122459.6056 | 819471.1144 | 884584.3092 | -65113.1948 |
Total P&L (%) | 875.0785 | 752.6189 | 122.4596 | 819.4711 | 884.5843 | -65.1132 |
Avg Daily Profit (%) | 0.5442 | 0.468 | 0.0762 | 0.1381 | 0.1423 | -0.0655 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130076 | -128147 | -48215 | -2438207 | -1912933 | -1049395 |
Profit Factor | 2.5829 | 3.2637 | 1.5557 | 1.1462 | 1.2872 | 0.9742 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 41 | 15 | 26 | 41 | 15 | 26 |
Losing Trades | 44 | 28 | 16 | 44 | 28 | 16 |
Profitability (%) | 48.2353 | 34.8837 | 61.9048 | 48.2353 | 34.8837 | 61.9048 |
Ratio Avg Win / Avg Loss | 2.7718 | 6.0922 | 0.9573 | 1.2301 | 2.4028 | 0.5995 |
Largest Winning Trade | 472847 | 472847 | 55140 | 1954937 | 1954937 | 532197 |
Largest Losing Trade | -46341 | -42924 | -46341 | -1049395 | -484807 | -1049395 |
Avg Bars in Trades | 71 | 72 | 70 | 71 | 72 | 70 |
Avg Bars in Winners | 91 | 95 | 89 | 91 | 95 | 89 |
Avg Bars in Losers | 51 | 59 | 38 | 51 | 59 | 38 |
Bars Traded | 6052 | 3109 | 2943 | 6052 | 3109 | 2943 |
Profit Streak | 53.1558 | 53.1558 | 249.9058 | 53.1558 | 53.1558 | 249.9058 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 591521 | 406907 | -88299 | -67491 | -6762 | -577792 |
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{ "first_band": { "type": "tema", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 36, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "jma", "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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