Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131851.8407 | 73865.6151 | 57986.2256 | 213327.8421 | 123357.2415 | 89970.6006 |
Total P&L (%) | 131.8518 | 73.8656 | 57.9862 | 213.3278 | 123.3572 | 89.9706 |
Avg Daily Profit (%) | 0.5063 | 0.2836 | 0.2227 | 0.4395 | 0.3091 | 0.2467 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33896 | -20122 | -20665 | -55547 | -36056 | -35822 |
Profit Factor | 1.5545 | 1.6248 | 1.485 | 1.4881 | 1.5884 | 1.3957 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 134 | 69 | 65 | 134 | 69 | 65 |
Losing Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Profitability (%) | 64.7343 | 66.9903 | 62.5 | 64.7343 | 66.9903 | 62.5 |
Ratio Avg Win / Avg Loss | 0.8469 | 0.8006 | 0.891 | 0.8107 | 0.7827 | 0.8374 |
Largest Winning Trade | 12630 | 12630 | 7969 | 25819 | 25819 | 20052 |
Largest Losing Trade | -14168 | -14168 | -12321 | -26118 | -26118 | -25970 |
Avg Bars in Trades | 119 | 112 | 126 | 119 | 112 | 126 |
Avg Bars in Winners | 87 | 88 | 85 | 87 | 88 | 85 |
Avg Bars in Losers | 178 | 159 | 194 | 178 | 159 | 194 |
Bars Traded | 24674 | 11552 | 13122 | 24674 | 11552 | 13122 |
Profit Streak | 1.4274 | 8.8649 | 1.4274 | 1.4274 | 8.8649 | 1.4274 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346776 | 395625 | 141640 | 311620 | 399175 | 158212 |
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{ "first_band": { "type": "tema", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 240, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 240, "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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