Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245505.9616 | 227800.1672 | 17705.7944 | -33115.717 | 86994.0307 | -120109.7477 |
Total P&L (%) | 245.506 | 227.8002 | 17.7058 | -33.1157 | 86.994 | -120.1097 |
Avg Daily Profit (%) | 0.1526 | 0.1416 | 0.011 | -0.025 | 0.0389 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109667 | -123170 | -162574 | -303454 | -292423 | -178012 |
Profit Factor | 1.3253 | 1.5948 | 1.0476 | 0.9689 | 1.1527 | 0.758 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 51.6667 | 50 | 53.3333 | 51.6667 | 50 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.2398 | 1.5948 | 0.9167 | 0.9064 | 1.1527 | 0.6633 |
Largest Winning Trade | 130605 | 130605 | 39466 | 140715 | 140715 | 47110 |
Largest Losing Trade | -56822 | -52954 | -56822 | -167587 | -167587 | -100188 |
Avg Bars in Trades | 38 | 47 | 28 | 38 | 47 | 28 |
Avg Bars in Winners | 41 | 42 | 41 | 41 | 42 | 41 |
Avg Bars in Losers | 33 | 52 | 14 | 33 | 52 | 14 |
Bars Traded | 4567 | 2839 | 1728 | 4567 | 2839 | 1728 |
Profit Streak | 38.8329 | 0 | 66.4995 | 38.8329 | 0 | 66.4995 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307265 | -170218 | -523846 | -579697 | -362699 | -748277 |
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{ "first_band": { "type": "tema", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 52, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 52, "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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