Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 797494.9417 | 593638.1803 | 203856.7613 | 3308675.9457 | -377643.8852 | 3686319.8309 |
Total P&L (%) | 797.4949 | 593.6382 | 203.8568 | 3308.6759 | -377.6439 | 3686.3198 |
Avg Daily Profit (%) | 0.4112 | 0.3061 | 0.1051 | 0.1821 | 0 | 0.1876 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86952 | -74049 | -53842 | -3002287 | -2739667 | -1246228 |
Profit Factor | 2.0884 | 2.6166 | 1.5577 | 1.2796 | 0.947 | 1.7838 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Losing Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Profitability (%) | 54.9383 | 54.321 | 55.5556 | 54.9383 | 54.321 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.7129 | 2.2003 | 1.2461 | 1.0495 | 0.7964 | 1.427 |
Largest Winning Trade | 288922 | 288922 | 65138 | 1182193 | 1182193 | 1097059 |
Largest Losing Trade | -45575 | -37892 | -45575 | -1021053 | -1021053 | -828260 |
Avg Bars in Trades | 45 | 47 | 43 | 45 | 47 | 43 |
Avg Bars in Winners | 47 | 34 | 60 | 47 | 34 | 60 |
Avg Bars in Losers | 42 | 62 | 22 | 42 | 62 | 22 |
Bars Traded | 7342 | 3818 | 3524 | 7342 | 3818 | 3524 |
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 | 550901 | 91328 | -62224 | 335989 | -592175 | -1034 |
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{ "first_band": { "type": "tema", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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