Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 537380.0992 | 476385.0146 | 60995.0846 | 387390.3426 | 3509.7413 | 383880.6013 |
Total P&L (%) | 537.3801 | 476.385 | 60.9951 | 387.3903 | 3.5097 | 383.8806 |
Avg Daily Profit (%) | 0.2902 | 0.2573 | 0.0329 | 0.0856 | 0.0019 | 0.0852 |
Buy And Hold Return (%) | 16.7967 | 16.7967 | 16.7967 | 16.7967 | 16.7967 | 16.7967 |
Max Trade Drawdown | -147181 | -114317 | -149148 | -2250658 | -1622197 | -880648 |
Profit Factor | 1.4937 | 1.9098 | 1.108 | 1.0462 | 1.0008 | 1.093 |
Total Trades | 251 | 126 | 125 | 251 | 126 | 125 |
Winning Trades | 99 | 44 | 55 | 99 | 44 | 55 |
Losing Trades | 152 | 82 | 70 | 152 | 82 | 70 |
Profitability (%) | 39.4422 | 34.9206 | 44 | 39.4422 | 34.9206 | 44 |
Ratio Avg Win / Avg Loss | 2.2934 | 3.5591 | 1.4102 | 1.6063 | 1.8652 | 1.3911 |
Largest Winning Trade | 241162 | 241162 | 37731 | 712110 | 712110 | 501519 |
Largest Losing Trade | -38065 | -30427 | -38065 | -542866 | -542866 | -272348 |
Avg Bars in Trades | 87 | 83 | 90 | 87 | 83 | 90 |
Avg Bars in Winners | 137 | 140 | 134 | 137 | 140 | 134 |
Avg Bars in Losers | 54 | 53 | 56 | 54 | 53 | 56 |
Bars Traded | 21850 | 10519 | 11331 | 21850 | 10519 | 11331 |
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 | 302210 | 203492 | -255734 | -250086 | -580692 | -200049 |
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{ "first_band": { "type": "tema", "factors": { "length": 79, "offset": 57 } }, "second_band": { "type": "hma", "factors": { "length": 183, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 79, "offset": 57 } }, "second_band": { "type": "hma", "factors": { "length": 183, "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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