Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 34140.1518 | -11851.0216 | 45991.1734 | 27502.8715 | -19902.8042 | 47405.6757 |
Total P&L (%) | 34.1402 | -11.851 | 45.9912 | 27.5029 | -19.9028 | 47.4057 |
Avg Daily Profit (%) | 0.2416 | -0.0839 | 0.3255 | 0.1721 | -0.1569 | 0.275 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41471 | -30925 | -12608 | -39584 | -31294 | -11293 |
Profit Factor | 1.3388 | 0.8423 | 2.797 | 1.2539 | 0.7649 | 3.0029 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 29 | 19 | 10 | 29 | 19 | 10 |
Profitability (%) | 56.0606 | 42.4242 | 69.697 | 56.0606 | 42.4242 | 69.697 |
Ratio Avg Win / Avg Loss | 1.0493 | 1.1432 | 1.2161 | 0.9828 | 1.0381 | 1.3056 |
Largest Winning Trade | 27791 | 27791 | 8898 | 30583 | 30583 | 10902 |
Largest Losing Trade | -15567 | -15567 | -5023 | -23480 | -23480 | -4617 |
Avg Bars in Trades | 94 | 89 | 100 | 94 | 89 | 100 |
Avg Bars in Winners | 96 | 99 | 95 | 96 | 99 | 95 |
Avg Bars in Losers | 92 | 82 | 112 | 92 | 82 | 112 |
Bars Traded | 6267 | 2960 | 3307 | 6267 | 2960 | 3307 |
Profit Streak | 391.7366 | 0 | 436.3408 | 391.7366 | 0 | 436.3408 |
Trades During Streak | 1 | 0 | 10 | 1 | 0 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123347 | -583855 | 484284 | -126717 | -583855 | 497570 |
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{ "first_band": { "type": "tema", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 149, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 149, "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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