Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1287214.1406 | 986532.729 | 300681.4116 | 27825719.763 | 3830992.3317 | 23994727.4312 |
Total P&L (%) | 1287.2141 | 986.5327 | 300.6814 | 27825.7198 | 3830.9923 | 23994.7274 |
Avg Daily Profit (%) | 0.8059 | 0.6176 | 0.1882 | 0.3532 | 0.2301 | 0.3439 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76937 | -102369 | -32441 | -18137591 | -23067438 | -4390472 |
Profit Factor | 3.3167 | 3.4396 | 2.9881 | 1.6154 | 1.1084 | 3.4295 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 59 | 25 | 34 | 59 | 25 | 34 |
Losing Trades | 34 | 22 | 12 | 34 | 22 | 12 |
Profitability (%) | 63.4409 | 53.1915 | 73.913 | 63.4409 | 53.1915 | 73.913 |
Ratio Avg Win / Avg Loss | 1.9113 | 3.0268 | 1.0546 | 0.9309 | 0.9754 | 1.2104 |
Largest Winning Trade | 508533 | 508533 | 43353 | 8147060 | 8147060 | 5993551 |
Largest Losing Trade | -39028 | -39028 | -32441 | -9510894 | -9510894 | -4390472 |
Avg Bars in Trades | 49 | 57 | 41 | 49 | 57 | 41 |
Avg Bars in Winners | 49 | 58 | 42 | 49 | 58 | 42 |
Avg Bars in Losers | 49 | 56 | 37 | 49 | 56 | 37 |
Bars Traded | 4601 | 2691 | 1910 | 4601 | 2691 | 1910 |
Profit Streak | 0 | 0 | 39.0908 | 0 | 0 | 39.0908 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 784094 | 672492 | 586010 | 428243 | -94160 | 679583 |
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{ "first_band": { "type": "tema", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 75, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 75, "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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