Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 128973.5681 | 71106.1209 | 57867.4472 | 132112.7188 | 72788.4695 | 59324.2494 |
Total P&L (%) | 128.9736 | 71.1061 | 57.8674 | 132.1127 | 72.7885 | 59.3242 |
Avg Daily Profit (%) | 0.2476 | 0.1365 | 0.1111 | 0.1618 | 0.1051 | 0.0895 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36843 | -45610 | -52262 | -77624 | -73713 | -69056 |
Profit Factor | 1.3012 | 1.3364 | 1.2669 | 1.206 | 1.2302 | 1.1825 |
Total Trades | 231 | 116 | 115 | 231 | 116 | 115 |
Winning Trades | 147 | 80 | 67 | 147 | 80 | 67 |
Losing Trades | 84 | 36 | 48 | 84 | 36 | 48 |
Profitability (%) | 63.6364 | 68.9655 | 58.2609 | 63.6364 | 68.9655 | 58.2609 |
Ratio Avg Win / Avg Loss | 0.7435 | 0.6014 | 0.9076 | 0.6892 | 0.5536 | 0.8471 |
Largest Winning Trade | 24285 | 24285 | 16764 | 26434 | 26434 | 22557 |
Largest Losing Trade | -27573 | -18262 | -27573 | -42006 | -30655 | -42006 |
Avg Bars in Trades | 105 | 108 | 102 | 105 | 108 | 102 |
Avg Bars in Winners | 75 | 71 | 79 | 75 | 71 | 79 |
Avg Bars in Losers | 158 | 192 | 134 | 158 | 192 | 134 |
Bars Traded | 24402 | 12616 | 11786 | 24402 | 12616 | 11786 |
Profit Streak | 7.3478 | 17.202 | 0 | 7.3478 | 17.202 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343470 | -8959 | -47005 | 296122 | -51561 | -95462 |
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{ "first_band": { "type": "tema", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 104, "offset": 0, "poles": 2 } } }
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# | 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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