Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140503.7831 | 87022.8229 | 53480.9601 | 119105.8596 | 117835.5612 | 1270.2984 |
Total P&L (%) | 140.5038 | 87.0228 | 53.481 | 119.1059 | 117.8356 | 1.2703 |
Avg Daily Profit (%) | 0.5395 | 0.3342 | 0.2054 | 0.3017 | 0.2994 | 0.0048 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65903 | -30745 | -73125 | -184545 | -79619 | -213553 |
Profit Factor | 1.2517 | 1.3406 | 1.1766 | 1.0862 | 1.19 | 1.0017 |
Total Trades | 407 | 204 | 203 | 407 | 204 | 203 |
Winning Trades | 281 | 142 | 139 | 281 | 142 | 139 |
Losing Trades | 126 | 62 | 64 | 126 | 62 | 64 |
Profitability (%) | 69.0418 | 69.6078 | 68.4729 | 69.0418 | 69.6078 | 68.4729 |
Ratio Avg Win / Avg Loss | 0.5612 | 0.5853 | 0.5418 | 0.4871 | 0.5196 | 0.4612 |
Largest Winning Trade | 15281 | 15248 | 15281 | 34306 | 27398 | 34306 |
Largest Losing Trade | -47828 | -23682 | -47828 | -123833 | -44417 | -123833 |
Avg Bars in Trades | 60 | 60 | 61 | 60 | 60 | 61 |
Avg Bars in Winners | 35 | 35 | 36 | 35 | 35 | 36 |
Avg Bars in Losers | 117 | 117 | 116 | 117 | 117 | 116 |
Bars Traded | 24825 | 12332 | 12493 | 24825 | 12332 | 12493 |
Profit Streak | 0 | 0 | 8.1575 | 0 | 0 | 8.1575 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426427 | 327299 | -18268 | -115643 | -3095 | -569415 |
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{ "first_band": { "type": "tema", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 51, "offset": 0 } } }
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# | 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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