Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 213477.8737 | 93924.7801 | 119553.0936 | 323820.2678 | 107451.0289 | 216369.2389 |
Total P&L (%) | 213.4779 | 93.9248 | 119.5531 | 323.8203 | 107.451 | 216.3692 |
Avg Daily Profit (%) | 0.4099 | 0.1803 | 0.2295 | 0.2777 | 0.1402 | 0.2214 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37063 | -47561 | -37401 | -169760 | -147758 | -135520 |
Profit Factor | 1.4131 | 1.3907 | 1.4325 | 1.2377 | 1.1675 | 1.3003 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 90 | 44 | 46 | 90 | 44 | 46 |
Losing Trades | 108 | 55 | 53 | 108 | 55 | 53 |
Profitability (%) | 45.4545 | 44.4444 | 46.4646 | 45.4545 | 44.4444 | 46.4646 |
Ratio Avg Win / Avg Loss | 1.6957 | 1.7384 | 1.6505 | 1.4853 | 1.4593 | 1.4981 |
Largest Winning Trade | 42017 | 42017 | 28363 | 102229 | 102229 | 63909 |
Largest Losing Trade | -15906 | -15655 | -15906 | -44725 | -44691 | -44725 |
Avg Bars in Trades | 123 | 125 | 121 | 123 | 125 | 121 |
Avg Bars in Winners | 167 | 166 | 169 | 167 | 166 | 169 |
Avg Bars in Losers | 86 | 92 | 79 | 86 | 92 | 79 |
Bars Traded | 24431 | 12424 | 12007 | 24431 | 12424 | 12007 |
Profit Streak | 15.9793 | 24.896 | 15.9793 | 15.9793 | 24.896 | 15.9793 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415442 | 275300 | 313719 | 296183 | -43736 | 242114 |
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{ "first_band": { "type": "tema", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 91, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 91, "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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