Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 423579.82 | 292959.6428 | 130620.1772 | 456144.4404 | 443030.7227 | 13113.7177 |
Total P&L (%) | 423.5798 | 292.9596 | 130.6202 | 456.1444 | 443.0307 | 13.1137 |
Avg Daily Profit (%) | 0.4141 | 0.2864 | 0.1277 | 0.1679 | 0.1655 | 0.012 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101059 | -58148 | -85786 | -309880 | -255442 | -291472 |
Profit Factor | 1.4117 | 1.5699 | 1.2537 | 1.2517 | 1.5211 | 1.0136 |
Total Trades | 330 | 165 | 165 | 330 | 165 | 165 |
Winning Trades | 121 | 58 | 63 | 121 | 58 | 63 |
Losing Trades | 209 | 107 | 102 | 209 | 107 | 102 |
Profitability (%) | 36.6667 | 35.1515 | 38.1818 | 36.6667 | 35.1515 | 38.1818 |
Ratio Avg Win / Avg Loss | 2.4383 | 2.8962 | 2.0298 | 2.162 | 2.8062 | 1.6411 |
Largest Winning Trade | 168178 | 168178 | 47071 | 382945 | 382945 | 76617 |
Largest Losing Trade | -30211 | -20148 | -30211 | -197164 | -61476 | -197164 |
Avg Bars in Trades | 12 | 12 | 11 | 12 | 12 | 11 |
Avg Bars in Winners | 22 | 22 | 22 | 22 | 22 | 22 |
Avg Bars in Losers | 5 | 6 | 5 | 5 | 6 | 5 |
Bars Traded | 4005 | 2032 | 1972 | 4005 | 2032 | 1972 |
Profit Streak | 10.8595 | 0 | 12.3595 | 10.8595 | 0 | 12.3595 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316454 | 216570 | -25041 | 205506 | 168659 | -453468 |
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{ "first_band": { "type": "tema", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "ohlc4", "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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