Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 787947.4302 | 634106.8652 | 153840.565 | 1569209.7904 | -539887.6632 | 2109097.4536 |
Total P&L (%) | 787.9474 | 634.1069 | 153.8406 | 1569.2098 | -539.8877 | 2109.0975 |
Avg Daily Profit (%) | 0.3269 | 0.2631 | 0.0638 | 0.1169 | 0 | 0.1285 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162319 | -110032 | -144483 | -8510751 | -6191317 | -2319434 |
Profit Factor | 1.7022 | 1.986 | 1.3211 | 1.0791 | 0.9584 | 1.3076 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 114 | 54 | 60 | 114 | 54 | 60 |
Losing Trades | 134 | 70 | 64 | 134 | 70 | 64 |
Profitability (%) | 45.9677 | 43.5484 | 48.3871 | 45.9677 | 43.5484 | 48.3871 |
Ratio Avg Win / Avg Loss | 2.0008 | 2.5745 | 1.4092 | 1.2684 | 1.2424 | 1.3947 |
Largest Winning Trade | 242415 | 242415 | 62235 | 4141603 | 4141603 | 1463082 |
Largest Losing Trade | -59021 | -59021 | -41184 | -1632412 | -1427860 | -1632412 |
Avg Bars in Trades | 19 | 21 | 16 | 19 | 21 | 16 |
Avg Bars in Winners | 27 | 30 | 24 | 27 | 30 | 24 |
Avg Bars in Losers | 11 | 13 | 9 | 11 | 13 | 9 |
Bars Traded | 4712 | 2628 | 2084 | 4712 | 2628 | 2084 |
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 | 444798 | 356193 | -108055 | -170118 | -581567 | -21483 |
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{ "first_band": { "type": "tema", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 5, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 5, "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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