Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174272.1251 | -53135.9707 | 227408.0958 | 18787.6082 | -105757.5224 | 124545.1307 |
Total P&L (%) | 174.2721 | -53.136 | 227.4081 | 18.7876 | -105.7575 | 124.5451 |
Avg Daily Profit (%) | 0.1143 | -0.0349 | 0.1492 | 0.0113 | 0 | 0.0531 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93530 | -122635 | -51952 | -109778 | -124900 | -61539 |
Profit Factor | 1.3934 | 0.8225 | 2.584 | 1.0434 | 0.6289 | 1.8412 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 21 | 14 | 7 | 21 | 14 | 7 |
Profitability (%) | 67.1875 | 56.25 | 78.125 | 67.1875 | 56.25 | 78.125 |
Ratio Avg Win / Avg Loss | 0.6805 | 0.6398 | 0.7235 | 0.5096 | 0.4891 | 0.5155 |
Largest Winning Trade | 32881 | 27057 | 32881 | 29116 | 27054 | 29116 |
Largest Losing Trade | -58134 | -58134 | -41502 | -66699 | -66699 | -43079 |
Avg Bars in Trades | 91 | 118 | 64 | 91 | 118 | 64 |
Avg Bars in Winners | 49 | 57 | 43 | 49 | 57 | 43 |
Avg Bars in Losers | 178 | 197 | 141 | 178 | 197 | 141 |
Bars Traded | 5882 | 3804 | 2078 | 5882 | 3804 | 2078 |
Profit Streak | 77.0444 | 77.0444 | 280.7944 | 77.0444 | 77.0444 | 280.7944 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -181179 | -579035 | 477838 | -499716 | -579035 | -116306 |
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{ "first_band": { "type": "tema", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 250, "offset": 3, "poles": 2 } } }
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# | 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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