Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 481398.9512 | 432956.2087 | 48442.7425 | 105233.0625 | 174456.714 | -69223.6516 |
Total P&L (%) | 481.399 | 432.9562 | 48.4427 | 105.2331 | 174.4567 | -69.2237 |
Avg Daily Profit (%) | 0.1996 | 0.1795 | 0.0201 | 0.0298 | 0.0419 | -0.0489 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127732 | -87697 | -229716 | -265306 | -224553 | -277847 |
Profit Factor | 1.4886 | 1.921 | 1.094 | 1.0765 | 1.2483 | 0.8971 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 88 | 46 | 42 | 88 | 46 | 42 |
Losing Trades | 108 | 52 | 56 | 108 | 52 | 56 |
Profitability (%) | 44.898 | 46.9388 | 42.8571 | 44.898 | 46.9388 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.8269 | 2.1715 | 1.4587 | 1.3212 | 1.4111 | 1.1962 |
Largest Winning Trade | 165251 | 165251 | 56338 | 169236 | 169236 | 74868 |
Largest Losing Trade | -50705 | -50705 | -38582 | -165954 | -165954 | -63924 |
Avg Bars in Trades | 35 | 43 | 28 | 35 | 43 | 28 |
Avg Bars in Winners | 44 | 49 | 38 | 44 | 49 | 38 |
Avg Bars in Losers | 29 | 38 | 20 | 29 | 38 | 20 |
Bars Traded | 7029 | 4268 | 2761 | 7029 | 4268 | 2761 |
Profit Streak | 0 | 0 | 13.1215 | 0 | 0 | 13.1215 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324260 | 345978 | -286774 | -290371 | -138690 | -581297 |
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{ "first_band": { "type": "tema", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 37, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 37, "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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