Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 962665.0467 | 891811.2101 | 70853.8365 | 547640.7834 | 10075.6557 | 537565.1277 |
Total P&L (%) | 962.665 | 891.8112 | 70.8538 | 547.6408 | 10.0757 | 537.5651 |
Avg Daily Profit (%) | 0.4147 | 0.3842 | 0.0305 | 0.0805 | 0.0041 | 0.0798 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147482 | -132998 | -193950 | -1177943 | -1198397 | -320010 |
Profit Factor | 1.7846 | 2.3694 | 1.1231 | 1.1344 | 1.0038 | 1.3806 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Losing Trades | 121 | 63 | 58 | 121 | 63 | 58 |
Profitability (%) | 36.9792 | 34.375 | 39.5833 | 36.9792 | 34.375 | 39.5833 |
Ratio Avg Win / Avg Loss | 3.0414 | 4.5234 | 1.7142 | 1.9332 | 1.9163 | 2.1072 |
Largest Winning Trade | 403828 | 403828 | 65594 | 944220 | 944220 | 265195 |
Largest Losing Trade | -47761 | -47761 | -34826 | -426916 | -426916 | -147897 |
Avg Bars in Trades | 35 | 38 | 31 | 35 | 38 | 31 |
Avg Bars in Winners | 61 | 65 | 58 | 61 | 65 | 58 |
Avg Bars in Losers | 19 | 24 | 14 | 19 | 24 | 14 |
Bars Traded | 6768 | 3722 | 3046 | 6768 | 3722 | 3046 |
Profit Streak | 17.9494 | 0 | 20.2827 | 17.9494 | 0 | 20.2827 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351507 | 279022 | -239938 | -160153 | -572344 | -88049 |
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{ "first_band": { "type": "tema", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 13, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 13, "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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