Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 567568.2915 | 664712.7559 | -97144.4644 | -90845.8522 | -59433.9174 | -31411.9348 |
Total P&L (%) | 567.5683 | 664.7128 | -97.1445 | -90.8459 | -59.4339 | -31.4119 |
Avg Daily Profit (%) | 0.2458 | 0.2879 | -0.0421 | -0.1035 | -0.0391 | -0.0163 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -271514 | -235243 | -294512 | -64253 | -42812 | -46813 |
Profit Factor | 1.395 | 1.8692 | 0.8555 | 0.64 | 0.6364 | 0.6466 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Losing Trades | 98 | 48 | 50 | 98 | 48 | 50 |
Profitability (%) | 43.3526 | 44.8276 | 41.8605 | 43.3526 | 44.8276 | 41.8605 |
Ratio Avg Win / Avg Loss | 1.8228 | 2.3006 | 1.1882 | 0.8363 | 0.7833 | 0.898 |
Largest Winning Trade | 370358 | 370358 | 41033 | 41154 | 41154 | 12893 |
Largest Losing Trade | -59374 | -59374 | -57574 | -36280 | -36280 | -10775 |
Avg Bars in Trades | 39 | 43 | 34 | 39 | 43 | 34 |
Avg Bars in Winners | 49 | 51 | 46 | 49 | 51 | 46 |
Avg Bars in Losers | 31 | 37 | 25 | 31 | 37 | 25 |
Bars Traded | 6782 | 3812 | 2970 | 6782 | 3812 | 2970 |
Profit Streak | 0 | 0 | 15.4601 | 0 | 0 | 15.4601 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306934 | 360144 | -582018 | -582456 | -583111 | -583685 |
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{ "first_band": { "type": "tema", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 30, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 30, "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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