Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82793.9525 | 7419.2754 | 75374.6771 | 90941.6061 | 2995.2928 | 87946.3133 |
Total P&L (%) | 82.794 | 7.4193 | 75.3747 | 90.9416 | 2.9953 | 87.9463 |
Avg Daily Profit (%) | 0.3179 | 0.0285 | 0.2894 | 0.2487 | 0.0113 | 0.2426 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32638 | -32352 | -21533 | -38442 | -34370 | -28489 |
Profit Factor | 1.411 | 1.0551 | 2.1294 | 1.3391 | 1.0168 | 1.9792 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 91 | 43 | 48 | 91 | 43 | 48 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 71.0938 | 67.1875 | 75 | 71.0938 | 67.1875 | 75 |
Ratio Avg Win / Avg Loss | 0.5737 | 0.5153 | 0.7098 | 0.5444 | 0.4966 | 0.6597 |
Largest Winning Trade | 7337 | 7337 | 6535 | 11455 | 11455 | 10344 |
Largest Losing Trade | -28812 | -28812 | -17569 | -29872 | -29872 | -23214 |
Avg Bars in Trades | 192 | 194 | 191 | 192 | 194 | 191 |
Avg Bars in Winners | 113 | 97 | 128 | 113 | 97 | 128 |
Avg Bars in Losers | 387 | 392 | 381 | 387 | 392 | 381 |
Bars Traded | 24698 | 12431 | 12267 | 24698 | 12431 | 12267 |
Profit Streak | 2.8067 | 2.8067 | 15.4005 | 2.8067 | 2.8067 | 15.4005 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307522 | -621889 | -126606 | 270391 | -686875 | -127296 |
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{ "first_band": { "type": "tema", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 150, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 150, "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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