Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1132199.982 | 1123177.2996 | 9022.6824 | 1125165.4545 | 1290896.5683 | -165731.1138 |
Total P&L (%) | 1132.2 | 1123.1773 | 9.0227 | 1125.1655 | 1290.8966 | -165.7311 |
Avg Daily Profit (%) | 0.6243 | 0.6193 | 0.005 | 0.1383 | 0.1453 | 0 |
Buy And Hold Return (%) | 520.2519 | 520.2519 | 520.2519 | 520.2519 | 520.2519 | 520.2519 |
Max Trade Drawdown | -161901 | -80771 | -123275 | -1158916 | -909235 | -600902 |
Profit Factor | 3.0743 | 5.1822 | 1.0325 | 1.3396 | 1.7645 | 0.898 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 37.7049 | 36.6667 | 38.7097 | 37.7049 | 36.6667 | 38.7097 |
Ratio Avg Win / Avg Loss | 5.0792 | 8.9511 | 1.6349 | 2.2133 | 3.0478 | 1.4218 |
Largest Winning Trade | 569987 | 569987 | 73875 | 1143062 | 1143062 | 524748 |
Largest Losing Trade | -42713 | -32121 | -42713 | -381718 | -381718 | -317765 |
Avg Bars in Trades | 87 | 83 | 91 | 87 | 83 | 91 |
Avg Bars in Winners | 158 | 153 | 162 | 158 | 153 | 162 |
Avg Bars in Losers | 44 | 42 | 46 | 44 | 42 | 46 |
Bars Traded | 5336 | 2503 | 2833 | 5336 | 2503 | 2833 |
Profit Streak | 0 | 101.6287 | 0 | 0 | 101.6287 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159235 | 325736 | -540002 | -183482 | -3723 | -583541 |
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{ "first_band": { "type": "rma", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 69, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 69, "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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