Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334932.6584 | 195253.9789 | 139678.6795 | -405274.4447 | -205330.1883 | -199944.2564 |
Total P&L (%) | 334.9327 | 195.254 | 139.6787 | -405.2744 | -205.3302 | -199.9443 |
Avg Daily Profit (%) | 0.2095 | 0.1221 | 0.0874 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -221609 | -63956 | -240250 | -1617231 | -670842 | -1140141 |
Profit Factor | 1.6697 | 1.8391 | 1.5223 | 0.8344 | 0.8354 | 0.8335 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 75 | 35 | 40 | 55 | 27 | 28 |
Losing Trades | 19 | 12 | 7 | 39 | 20 | 19 |
Profitability (%) | 79.7872 | 74.4681 | 85.1064 | 58.5106 | 57.4468 | 59.5745 |
Ratio Avg Win / Avg Loss | 0.423 | 0.6305 | 0.2664 | 0.5917 | 0.6188 | 0.5656 |
Largest Winning Trade | 58287 | 58287 | 42122 | 181594 | 181594 | 153034 |
Largest Losing Trade | -155138 | -58257 | -155138 | -761737 | -330935 | -761737 |
Avg Bars in Trades | 30 | 37 | 22 | 30 | 37 | 22 |
Avg Bars in Winners | 16 | 14 | 17 | 18 | 22 | 14 |
Avg Bars in Losers | 86 | 105 | 52 | 47 | 58 | 34 |
Bars Traded | 2847 | 1775 | 1072 | 2847 | 1775 | 1072 |
Profit Streak | 56.0105 | 56.0105 | 135.5105 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 499637 | -25415 | -70330 | -579424 | -579731 | -579177 |
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{ "first_band": { "type": "tema", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 176, "offset": 102 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 176, "offset": 102 } } }
# | 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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