Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1511689.001 | 1412730.6702 | 98958.3308 | 8340077.245 | 8171637.2051 | 168440.0398 |
Total P&L (%) | 1511.689 | 1412.7307 | 98.9583 | 8340.0772 | 8171.6372 | 168.44 |
Avg Daily Profit (%) | 0.8338 | 0.7792 | 0.0546 | 0.245 | 0.2438 | 0.0545 |
Buy And Hold Return (%) | 590.1192 | 590.1192 | 590.1192 | 590.1192 | 590.1192 | 590.1192 |
Max Trade Drawdown | -112974 | -59496 | -47122 | -9571185 | -6858869 | -3914520 |
Profit Factor | 4.5018 | 7.2724 | 1.4793 | 1.3901 | 1.7234 | 1.0167 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 38.9831 | 36.6667 | 41.3793 | 38.9831 | 36.6667 | 41.3793 |
Ratio Avg Win / Avg Loss | 7.0463 | 12.5615 | 2.0957 | 2.1758 | 2.9767 | 1.4403 |
Largest Winning Trade | 663271 | 663271 | 66712 | 10670536 | 10670536 | 3899456 |
Largest Losing Trade | -39802 | -31820 | -39802 | -2359968 | -2359968 | -1898690 |
Avg Bars in Trades | 115 | 111 | 119 | 115 | 111 | 119 |
Avg Bars in Winners | 201 | 205 | 197 | 201 | 205 | 197 |
Avg Bars in Losers | 60 | 56 | 64 | 60 | 56 | 64 |
Bars Traded | 6795 | 3340 | 3455 | 6795 | 3340 | 3455 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166937 | 432776 | -286923 | -173894 | 232059 | -491505 |
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{ "first_band": { "type": "tema", "factors": { "length": 249, "offset": 21 } }, "second_band": { "type": "dema", "factors": { "length": 130, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 249, "offset": 21 } }, "second_band": { "type": "dema", "factors": { "length": 130, "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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