Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169726.489 | 81754.9655 | 87971.5235 | 247377.7666 | 122377.8608 | 124999.9058 |
Total P&L (%) | 169.7265 | 81.755 | 87.9715 | 247.3778 | 122.3779 | 124.9999 |
Avg Daily Profit (%) | 0.3259 | 0.157 | 0.1689 | 0.2394 | 0.1536 | 0.1558 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59727 | -47481 | -29794 | -174882 | -135529 | -82088 |
Profit Factor | 1.4332 | 1.4003 | 1.469 | 1.269 | 1.2602 | 1.2781 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 82 | 39 | 43 | 82 | 39 | 43 |
Losing Trades | 118 | 61 | 57 | 118 | 61 | 57 |
Profitability (%) | 41 | 39 | 43 | 41 | 39 | 43 |
Ratio Avg Win / Avg Loss | 2.0624 | 2.1902 | 1.9473 | 1.8261 | 1.9711 | 1.6942 |
Largest Winning Trade | 41737 | 41737 | 19460 | 84518 | 84518 | 47414 |
Largest Losing Trade | -14670 | -10862 | -14670 | -39986 | -34360 | -39986 |
Avg Bars in Trades | 123 | 130 | 116 | 123 | 130 | 116 |
Avg Bars in Winners | 191 | 202 | 181 | 191 | 202 | 181 |
Avg Bars in Losers | 76 | 83 | 68 | 76 | 83 | 68 |
Bars Traded | 24689 | 13007 | 11682 | 24689 | 13007 | 11682 |
Profit Streak | 6.0983 | 0 | 8.0775 | 6.0983 | 0 | 8.0775 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301688 | 141378 | 240437 | 238938 | 109513 | 194407 |
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{ "first_band": { "type": "dema", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 98, "offset": 0 } } }
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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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