Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 740455.3581 | 593077.1623 | 147378.1958 | 1258491.1004 | 650826.3124 | 607664.788 |
Total P&L (%) | 740.4554 | 593.0772 | 147.3782 | 1258.4911 | 650.8263 | 607.6648 |
Avg Daily Profit (%) | 0.4625 | 0.3704 | 0.0921 | 0.1631 | 0.126 | 0.1223 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92826 | -70816 | -51372 | -933850 | -1056643 | -422168 |
Profit Factor | 2.6977 | 3.2766 | 1.8391 | 1.3707 | 1.3055 | 1.4805 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 38.0952 | 31.25 | 45.1613 | 38.0952 | 31.25 | 45.1613 |
Ratio Avg Win / Avg Loss | 4.3838 | 7.2086 | 2.2332 | 2.2273 | 2.8721 | 1.7977 |
Largest Winning Trade | 393270 | 393270 | 52376 | 960766 | 960766 | 395686 |
Largest Losing Trade | -45826 | -26051 | -45826 | -318301 | -318301 | -236975 |
Avg Bars in Trades | 48 | 47 | 48 | 48 | 47 | 48 |
Avg Bars in Winners | 67 | 66 | 68 | 67 | 66 | 68 |
Avg Bars in Losers | 36 | 39 | 31 | 36 | 39 | 31 |
Bars Traded | 3030 | 1531 | 1499 | 3030 | 1531 | 1499 |
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 | -140479 | 303637 | -68499 | -146558 | -30483 | -28949 |
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{ "first_band": { "type": "tema", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 33, "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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