Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 715429.6882 | 626021.7186 | 89407.9696 | 370557.5254 | 248227.8703 | 122329.6551 |
Total P&L (%) | 715.4297 | 626.0217 | 89.408 | 370.5575 | 248.2279 | 122.3297 |
Avg Daily Profit (%) | 0.4487 | 0.3926 | 0.0561 | 0.0972 | 0.0783 | 0.0501 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157700 | -137192 | -51013 | -1203066 | -1057027 | -267467 |
Profit Factor | 2.3615 | 2.8875 | 1.4614 | 1.1643 | 1.1661 | 1.1608 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 46.7742 | 35.4839 | 58.0645 | 46.7742 | 35.4839 | 58.0645 |
Ratio Avg Win / Avg Loss | 2.6873 | 5.25 | 1.0554 | 1.3249 | 2.1202 | 0.8384 |
Largest Winning Trade | 412919 | 412919 | 57537 | 587593 | 587593 | 337279 |
Largest Losing Trade | -47497 | -47188 | -47497 | -321052 | -321052 | -191386 |
Avg Bars in Trades | 49 | 52 | 46 | 49 | 52 | 46 |
Avg Bars in Winners | 61 | 74 | 53 | 61 | 74 | 53 |
Avg Bars in Losers | 38 | 39 | 36 | 38 | 39 | 36 |
Bars Traded | 3048 | 1617 | 1431 | 3048 | 1617 | 1431 |
Profit Streak | 0 | 171.5573 | 0 | 0 | 171.5573 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145093 | 377285 | -115966 | -262784 | -129873 | -170285 |
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{ "first_band": { "type": "tema", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 42, "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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