Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 737185.9085 | 600694.0321 | 136491.8764 | 909582.4833 | 1217274.8121 | -307692.3288 |
Total P&L (%) | 737.1859 | 600.694 | 136.4919 | 909.5825 | 1217.2748 | -307.6923 |
Avg Daily Profit (%) | 0.3729 | 0.3039 | 0.069 | 0.117 | 0.1305 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157302 | -134593 | -153192 | -1604672 | -995824 | -1164996 |
Profit Factor | 1.989 | 2.4722 | 1.4046 | 1.206 | 1.5442 | 0.8587 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 45.7831 | 45.2381 | 46.3415 | 45.7831 | 45.2381 | 46.3415 |
Ratio Avg Win / Avg Loss | 2.3553 | 2.9927 | 1.6263 | 1.4282 | 1.8693 | 0.9943 |
Largest Winning Trade | 229441 | 229441 | 58188 | 655266 | 655266 | 378298 |
Largest Losing Trade | -59653 | -59331 | -59653 | -597082 | -597082 | -442535 |
Avg Bars in Trades | 91 | 97 | 85 | 91 | 97 | 85 |
Avg Bars in Winners | 132 | 130 | 133 | 132 | 130 | 133 |
Avg Bars in Losers | 57 | 70 | 44 | 57 | 70 | 44 |
Bars Traded | 7632 | 4111 | 3521 | 7632 | 4111 | 3521 |
Profit Streak | 0 | 0 | 642.1107 | 0 | 0 | 642.1107 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373579 | 425826 | -99336 | -39752 | -17499 | -581207 |
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{ "first_band": { "type": "tema", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 48, "offset": 0, "poles": 2 } } }
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# | 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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