Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 892611.0552 | 789465.5585 | 103145.4967 | 6448949.8074 | 3427384.2781 | 3021565.5292 |
Total P&L (%) | 892.6111 | 789.4656 | 103.1455 | 6448.9498 | 3427.3843 | 3021.5655 |
Avg Daily Profit (%) | 0.4919 | 0.4351 | 0.0568 | 0.2307 | 0.1966 | 0.1898 |
Buy And Hold Return (%) | 756.3636 | 756.3636 | 756.3636 | 756.3636 | 756.3636 | 756.3636 |
Max Trade Drawdown | -132080 | -81549 | -73284 | -14349704 | -10805638 | -3829374 |
Profit Factor | 2.6067 | 4.0435 | 1.3483 | 1.2879 | 1.2633 | 1.3221 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 51.7647 | 51.1628 | 52.381 | 51.7647 | 51.1628 | 52.381 |
Ratio Avg Win / Avg Loss | 2.429 | 3.8597 | 1.2257 | 1.2001 | 1.2059 | 1.2019 |
Largest Winning Trade | 284459 | 284459 | 64309 | 4848466 | 4848466 | 2342499 |
Largest Losing Trade | -46124 | -34577 | -46124 | -6290007 | -6290007 | -1976235 |
Avg Bars in Trades | 82 | 89 | 74 | 82 | 89 | 74 |
Avg Bars in Winners | 94 | 90 | 98 | 94 | 90 | 98 |
Avg Bars in Losers | 68 | 88 | 48 | 68 | 88 | 48 |
Bars Traded | 6972 | 3849 | 3123 | 6972 | 3849 | 3123 |
Profit Streak | 15.6129 | 114.8629 | 0 | 15.6129 | 114.8629 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93195 | -133861 | -282059 | 336504 | 261997 | 226602 |
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{ "first_band": { "type": "tema", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 61, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 61, "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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