Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345557.0969 | 257400.5219 | 88156.5751 | 78916.9816 | 78044.8625 | 872.119 |
Total P&L (%) | 345.5571 | 257.4005 | 88.1566 | 78.917 | 78.0449 | 0.8721 |
Avg Daily Profit (%) | 0.1798 | 0.1339 | 0.0459 | 0.0303 | 0.03 | 0.0005 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120401 | -99130 | -151757 | -245407 | -121442 | -171170 |
Profit Factor | 1.5088 | 1.8291 | 1.2391 | 1.0784 | 1.1678 | 1.0016 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 48.227 | 44.2857 | 52.1127 | 48.227 | 44.2857 | 52.1127 |
Ratio Avg Win / Avg Loss | 1.6197 | 2.3011 | 1.1386 | 1.1577 | 1.4691 | 0.9204 |
Largest Winning Trade | 169067 | 169067 | 58023 | 102443 | 102443 | 97032 |
Largest Losing Trade | -69566 | -38689 | -69566 | -79930 | -77009 | -79930 |
Avg Bars in Trades | 25 | 30 | 21 | 25 | 30 | 21 |
Avg Bars in Winners | 30 | 36 | 26 | 30 | 36 | 26 |
Avg Bars in Losers | 21 | 25 | 15 | 21 | 25 | 15 |
Bars Traded | 3644 | 2145 | 1499 | 3644 | 2145 | 1499 |
Profit Streak | 0 | 32.7563 | 0 | 0 | 32.7563 | 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 | 355698 | -106911 | -218067 | -286802 | -284911 | -664533 |
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{ "first_band": { "type": "tema", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 27, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 27, "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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