Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404119.6828 | 307939.625 | 96180.0578 | 581496.9965 | 448190.632 | 133306.3645 |
Total P&L (%) | 404.1197 | 307.9396 | 96.1801 | 581.497 | 448.1906 | 133.3064 |
Avg Daily Profit (%) | 0.2272 | 0.1731 | 0.0541 | 0.1079 | 0.0957 | 0.0476 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65904 | -52110 | -75642 | -703715 | -496289 | -707953 |
Profit Factor | 1.6463 | 2.1732 | 1.2651 | 1.1518 | 1.2505 | 1.0653 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Losing Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Profitability (%) | 41.3223 | 42.623 | 40 | 41.3223 | 42.623 | 40 |
Ratio Avg Win / Avg Loss | 2.3377 | 2.9255 | 1.8976 | 1.6356 | 1.6833 | 1.598 |
Largest Winning Trade | 103774 | 103774 | 66141 | 458617 | 458617 | 229911 |
Largest Losing Trade | -26735 | -25006 | -26735 | -261950 | -215939 | -261950 |
Avg Bars in Trades | 56 | 59 | 53 | 56 | 59 | 53 |
Avg Bars in Winners | 96 | 94 | 97 | 96 | 94 | 97 |
Avg Bars in Losers | 28 | 33 | 23 | 28 | 33 | 23 |
Bars Traded | 6843 | 3636 | 3207 | 6843 | 3636 | 3207 |
Profit Streak | 10.7095 | 10.9595 | 0 | 10.7095 | 10.9595 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308326 | -152659 | -293086 | -103302 | -228516 | -450205 |
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{ "first_band": { "type": "tema", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 11, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 11, "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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