Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 782248.5373 | 616658.318 | 165590.2194 | 2214757.1046 | 1299456.0232 | 915301.0813 |
Total P&L (%) | 782.2485 | 616.6583 | 165.5902 | 2214.7571 | 1299.456 | 915.3011 |
Avg Daily Profit (%) | 0.3956 | 0.3118 | 0.0837 | 0.159 | 0.1335 | 0.1173 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90029 | -94558 | -143770 | -1687825 | -1598595 | -1123615 |
Profit Factor | 1.9637 | 2.3972 | 1.4471 | 1.3645 | 1.3574 | 1.3751 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 46 | 18 | 28 | 46 | 18 | 28 |
Losing Trades | 82 | 46 | 36 | 82 | 46 | 36 |
Profitability (%) | 35.9375 | 28.125 | 43.75 | 35.9375 | 28.125 | 43.75 |
Ratio Avg Win / Avg Loss | 3.5006 | 6.1262 | 1.8606 | 2.4323 | 3.4689 | 1.7679 |
Largest Winning Trade | 214163 | 214163 | 67492 | 1337668 | 1337668 | 764809 |
Largest Losing Trade | -53378 | -44375 | -53378 | -876296 | -876296 | -387310 |
Avg Bars in Trades | 29 | 31 | 27 | 29 | 31 | 27 |
Avg Bars in Winners | 49 | 50 | 49 | 49 | 50 | 49 |
Avg Bars in Losers | 18 | 23 | 10 | 18 | 23 | 10 |
Bars Traded | 3764 | 2002 | 1762 | 3764 | 2002 | 1762 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309165 | -141939 | -220673 | 159293 | -168311 | -175978 |
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{ "first_band": { "type": "tema", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 149, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 149, "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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