Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110291.7076 | 58900.7191 | 51390.9885 | 144642.6852 | 85150.5868 | 59492.0984 |
Total P&L (%) | 110.2917 | 58.9007 | 51.391 | 144.6427 | 85.1506 | 59.4921 |
Avg Daily Profit (%) | 0.4235 | 0.2262 | 0.1973 | 0.3441 | 0.2368 | 0.1794 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27283 | -38289 | -23859 | -68751 | -62209 | -53480 |
Profit Factor | 1.5337 | 1.527 | 1.5416 | 1.3589 | 1.4083 | 1.3059 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 74.5455 | 72.7273 | 76.3636 | 74.5455 | 72.7273 | 76.3636 |
Ratio Avg Win / Avg Loss | 0.5237 | 0.5726 | 0.4772 | 0.464 | 0.5281 | 0.4042 |
Largest Winning Trade | 12384 | 12384 | 10655 | 17501 | 17501 | 13625 |
Largest Losing Trade | -18270 | -18270 | -17482 | -32369 | -29306 | -32369 |
Avg Bars in Trades | 223 | 230 | 216 | 223 | 230 | 216 |
Avg Bars in Winners | 121 | 110 | 131 | 121 | 110 | 131 |
Avg Bars in Losers | 524 | 552 | 491 | 524 | 552 | 491 |
Bars Traded | 24605 | 12694 | 11911 | 24605 | 12694 | 11911 |
Profit Streak | 5.652 | 5.652 | 36.0895 | 5.652 | 5.652 | 36.0895 |
Trades During Streak | 2 | 1 | 7 | 2 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 464684 | -170891 | -170184 | 401785 | -170786 | -171237 |
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{ "first_band": { "type": "tema", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 143, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 143, "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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