Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 156967.7113 | 78829.8991 | 78137.8122 | 256563.2659 | 154577.2751 | 101985.9908 |
Total P&L (%) | 156.9677 | 78.8299 | 78.1378 | 256.5633 | 154.5773 | 101.986 |
Avg Daily Profit (%) | 0.6027 | 0.3027 | 0.3 | 0.4894 | 0.3595 | 0.2703 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51749 | -25172 | -36833 | -146224 | -78122 | -106942 |
Profit Factor | 1.6394 | 1.6721 | 1.6095 | 1.4009 | 1.5225 | 1.2963 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 57.6923 | 56.9231 | 58.4615 | 57.6923 | 56.9231 | 58.4615 |
Ratio Avg Win / Avg Loss | 1.2023 | 1.2654 | 1.1436 | 1.0273 | 1.1522 | 0.9211 |
Largest Winning Trade | 33793 | 20851 | 33793 | 49974 | 49974 | 46000 |
Largest Losing Trade | -19406 | -19406 | -14875 | -60635 | -60635 | -52450 |
Avg Bars in Trades | 186 | 183 | 188 | 186 | 183 | 188 |
Avg Bars in Winners | 188 | 183 | 193 | 188 | 183 | 193 |
Avg Bars in Losers | 183 | 184 | 182 | 183 | 184 | 182 |
Bars Traded | 24223 | 11946 | 12277 | 24223 | 11946 | 12277 |
Profit Streak | 7.9426 | 8.828 | 7.9426 | 7.9426 | 8.828 | 7.9426 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 524207 | -120504 | -120892 | 442776 | -120632 | -124687 |
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{ "first_band": { "type": "tema", "factors": { "length": 171, "offset": 155 } }, "second_band": { "type": "dema", "factors": { "length": 250, "offset": 243 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 171, "offset": 155 } }, "second_band": { "type": "dema", "factors": { "length": 250, "offset": 243 } } }
# | 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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