Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387876.4338 | 376405.1079 | 11471.3259 | 240393.8421 | 255691.2401 | -15297.398 |
Total P&L (%) | 387.8764 | 376.4051 | 11.4713 | 240.3938 | 255.6912 | -15.2974 |
Avg Daily Profit (%) | 0.2748 | 0.2667 | 0.0081 | 0.0868 | 0.0899 | -0.0118 |
Buy And Hold Return (%) | 45.9595 | 45.9595 | 45.9595 | 45.9595 | 45.9595 | 45.9595 |
Max Trade Drawdown | -113112 | -128265 | -44232 | -318352 | -278034 | -90718 |
Profit Factor | 1.8371 | 2.115 | 1.0912 | 1.305 | 1.4304 | 0.9212 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Losing Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Profitability (%) | 47.3684 | 49.1228 | 45.614 | 47.3684 | 49.1228 | 45.614 |
Ratio Avg Win / Avg Loss | 2.0413 | 2.1906 | 1.3011 | 1.45 | 1.4815 | 1.0983 |
Largest Winning Trade | 131648 | 131648 | 15432 | 146610 | 146610 | 41550 |
Largest Losing Trade | -70516 | -70516 | -12705 | -235783 | -235783 | -28863 |
Avg Bars in Trades | 142 | 275 | 9 | 142 | 275 | 9 |
Avg Bars in Winners | 143 | 264 | 11 | 143 | 264 | 11 |
Avg Bars in Losers | 142 | 286 | 8 | 142 | 286 | 8 |
Bars Traded | 16293 | 15731 | 562 | 16293 | 15731 | 562 |
Profit Streak | 492.1161 | 492.1161 | 580.7827 | 492.1161 | 492.1161 | 580.7827 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445045 | -167598 | -648060 | -77482 | -252764 | -759227 |
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{ "first_band": { "type": "tema", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 35, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 35, "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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