Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 41093.5733 | 24683.808 | 16409.7653 | 25280.6703 | 27295.8213 | -2015.151 |
Total P&L (%) | 41.0936 | 24.6838 | 16.4098 | 25.2807 | 27.2958 | -2.0152 |
Avg Daily Profit (%) | 0.2958 | 0.1777 | 0.1181 | 0.1624 | 0.1739 | -0.0147 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34905 | -36301 | -31229 | -39713 | -35013 | -36372 |
Profit Factor | 1.2359 | 1.3087 | 1.1741 | 1.1335 | 1.3534 | 0.982 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 143 | 66 | 77 | 143 | 66 | 77 |
Losing Trades | 39 | 25 | 14 | 39 | 25 | 14 |
Profitability (%) | 78.5714 | 72.5275 | 84.6154 | 78.5714 | 72.5275 | 84.6154 |
Ratio Avg Win / Avg Loss | 0.3371 | 0.4957 | 0.2135 | 0.3091 | 0.5127 | 0.1786 |
Largest Winning Trade | 8334 | 6468 | 8334 | 7452 | 6265 | 7452 |
Largest Losing Trade | -31229 | -19370 | -31229 | -36372 | -18174 | -36372 |
Avg Bars in Trades | 71 | 76 | 66 | 71 | 76 | 66 |
Avg Bars in Winners | 31 | 28 | 32 | 31 | 28 | 32 |
Avg Bars in Losers | 219 | 200 | 253 | 219 | 200 | 253 |
Bars Traded | 13008 | 6920 | 6088 | 13008 | 6920 | 6088 |
Profit Streak | 135.5914 | 135.5914 | 146.0185 | 135.5914 | 135.5914 | 146.0185 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309583 | 151212 | -71280 | -67366 | 174816 | -576810 |
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{ "first_band": { "type": "tema", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 174, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 174, "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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