Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 294161.444 | 417404.0095 | -123242.5655 | -108537.6639 | 18029.9012 | -126567.5651 |
Total P&L (%) | 294.1614 | 417.404 | -123.2426 | -108.5377 | 18.0299 | -126.5676 |
Avg Daily Profit (%) | 0.1412 | 0.2004 | -0.0592 | 0 | 0.008 | 0 |
Buy And Hold Return (%) | 72.9915 | 72.9915 | 72.9915 | 72.9915 | 72.9915 | 72.9915 |
Max Trade Drawdown | -273999 | -148166 | -355384 | -179796 | -108622 | -212652 |
Profit Factor | 1.1516 | 1.5108 | 0.8902 | 0.8175 | 1.0726 | 0.6347 |
Total Trades | 385 | 193 | 192 | 385 | 193 | 192 |
Winning Trades | 256 | 128 | 128 | 149 | 82 | 67 |
Losing Trades | 129 | 65 | 64 | 236 | 111 | 125 |
Profitability (%) | 66.4935 | 66.3212 | 66.6667 | 38.7013 | 42.487 | 34.8958 |
Ratio Avg Win / Avg Loss | 0.5803 | 0.7672 | 0.4451 | 1.2949 | 1.452 | 1.1842 |
Largest Winning Trade | 68655 | 68655 | 49143 | 36926 | 36926 | 23186 |
Largest Losing Trade | -133216 | -59734 | -133216 | -162960 | -57643 | -162960 |
Avg Bars in Trades | 64 | 60 | 67 | 64 | 60 | 67 |
Avg Bars in Winners | 44 | 37 | 50 | 90 | 90 | 90 |
Avg Bars in Losers | 103 | 106 | 100 | 47 | 39 | 54 |
Bars Traded | 24662 | 11761 | 12901 | 24662 | 11761 | 12901 |
Profit Streak | 0 | 0 | 17.8357 | 13.8357 | 14.5024 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57901 | 325679 | -577602 | -580894 | -490500 | -584535 |
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{ "first_band": { "type": "rma", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 204, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 204, "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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