Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 524951.905 | 486307.6112 | 38644.2938 | 120331.3295 | 1096722.2463 | -976390.9167 |
Total P&L (%) | 524.9519 | 486.3076 | 38.6443 | 120.3313 | 1096.7222 | -976.3909 |
Avg Daily Profit (%) | 0.2655 | 0.246 | 0.0195 | 0.04 | 0.1256 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -228998 | -205182 | -130776 | -1835965 | -1007667 | -1370720 |
Profit Factor | 1.5525 | 1.9679 | 1.0863 | 1.0241 | 1.4833 | 0.6428 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 61 | 25 | 36 | 61 | 25 | 36 |
Losing Trades | 83 | 47 | 36 | 83 | 47 | 36 |
Profitability (%) | 42.3611 | 34.7222 | 50 | 42.3611 | 34.7222 | 50 |
Ratio Avg Win / Avg Loss | 2.1125 | 3.6996 | 1.0863 | 1.3934 | 2.7886 | 0.6428 |
Largest Winning Trade | 166889 | 166889 | 59222 | 1037720 | 1037720 | 387134 |
Largest Losing Trade | -67079 | -67079 | -49909 | -669646 | -644983 | -669646 |
Avg Bars in Trades | 40 | 42 | 37 | 40 | 42 | 37 |
Avg Bars in Winners | 60 | 66 | 55 | 60 | 66 | 55 |
Avg Bars in Losers | 25 | 30 | 18 | 25 | 30 | 18 |
Bars Traded | 5764 | 3074 | 2690 | 5764 | 3074 | 2690 |
Profit Streak | 0 | 0 | 650.2914 | 0 | 0 | 650.2914 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314873 | -73647 | -373149 | -336176 | -107965 | -659278 |
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{ "first_band": { "type": "tema", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 19, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 19, "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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