Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 697366.4161 | 649000.0407 | 48366.3754 | 92091.5837 | 734704.8282 | -642613.2445 |
Total P&L (%) | 697.3664 | 649 | 48.3664 | 92.0916 | 734.7048 | -642.6132 |
Avg Daily Profit (%) | 0.3814 | 0.3549 | 0.0265 | 0.0357 | 0.1161 | 0 |
Buy And Hold Return (%) | 160.8049 | 160.8049 | 160.8049 | 160.8049 | 160.8049 | 160.8049 |
Max Trade Drawdown | -157622 | -121030 | -105616 | -811293 | -317596 | -742931 |
Profit Factor | 2.4245 | 3.8472 | 1.1849 | 1.0619 | 2.5327 | 0.3634 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 43.662 | 34.2857 | 52.7778 | 43.662 | 34.2857 | 52.7778 |
Ratio Avg Win / Avg Loss | 3.1284 | 7.3738 | 1.0602 | 1.3701 | 4.8543 | 0.3252 |
Largest Winning Trade | 445307 | 445307 | 60182 | 713304 | 713304 | 89807 |
Largest Losing Trade | -75658 | -46851 | -75658 | -516025 | -185504 | -516025 |
Avg Bars in Trades | 46 | 53 | 39 | 46 | 53 | 39 |
Avg Bars in Winners | 70 | 85 | 60 | 70 | 85 | 60 |
Avg Bars in Losers | 27 | 37 | 15 | 27 | 37 | 15 |
Bars Traded | 3288 | 1878 | 1410 | 3288 | 1878 | 1410 |
Profit Streak | 0 | 80.5621 | 0 | 0 | 80.5621 | 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 | -81457 | 308099 | -340116 | -557202 | -40022 | -580420 |
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{ "first_band": { "type": "tema", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 39, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 39, "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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