Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339006.5423 | 239650.8268 | 99355.7155 | 240276.5205 | 191753.9444 | 48522.5761 |
Total P&L (%) | 339.0065 | 239.6508 | 99.3557 | 240.2765 | 191.7539 | 48.5226 |
Avg Daily Profit (%) | 0.3255 | 0.2301 | 0.0954 | 0.1176 | 0.1028 | 0.038 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121998 | -82404 | -80025 | -315333 | -201101 | -172035 |
Profit Factor | 1.5981 | 2.0201 | 1.2994 | 1.2106 | 1.3906 | 1.0747 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 73.0496 | 72.8571 | 73.2394 | 73.0496 | 72.8571 | 73.2394 |
Ratio Avg Win / Avg Loss | 0.5896 | 0.7526 | 0.4748 | 0.4466 | 0.5181 | 0.3927 |
Largest Winning Trade | 25994 | 25994 | 22355 | 43935 | 42170 | 43935 |
Largest Losing Trade | -80025 | -43596 | -80025 | -134729 | -119598 | -134729 |
Avg Bars in Trades | 174 | 184 | 164 | 174 | 184 | 164 |
Avg Bars in Winners | 114 | 114 | 114 | 114 | 114 | 114 |
Avg Bars in Losers | 337 | 373 | 301 | 337 | 373 | 301 |
Bars Traded | 24623 | 12949 | 11674 | 24623 | 12949 | 11674 |
Profit Streak | 16.2565 | 16.2565 | 37.3815 | 16.2565 | 16.2565 | 37.3815 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 495938 | -81702 | -149445 | -33245 | -147345 | -365932 |
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{ "first_band": { "type": "tema", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 198, "offset": 76 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 198, "offset": 76 } } }
# | 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) |
---|