Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291914.1871 | 220779.3768 | 71134.8103 | 697216.7509 | 472493.1226 | 224723.6283 |
Total P&L (%) | 291.9142 | 220.7794 | 71.1348 | 697.2168 | 472.4931 | 224.7236 |
Avg Daily Profit (%) | 0.5605 | 0.4239 | 0.1366 | 0.3994 | 0.3356 | 0.2264 |
Buy And Hold Return (%) | 79.0836 | 79.0836 | 79.0836 | 79.0836 | 79.0836 | 79.0836 |
Max Trade Drawdown | -59456 | -67775 | -35022 | -297457 | -344593 | -167439 |
Profit Factor | 1.4139 | 1.6132 | 1.206 | 1.275 | 1.3431 | 1.1941 |
Total Trades | 512 | 256 | 256 | 512 | 256 | 256 |
Winning Trades | 241 | 118 | 123 | 241 | 118 | 123 |
Losing Trades | 271 | 138 | 133 | 271 | 138 | 133 |
Profitability (%) | 47.0703 | 46.0938 | 48.0469 | 47.0703 | 46.0938 | 48.0469 |
Ratio Avg Win / Avg Loss | 1.5899 | 1.8866 | 1.3041 | 1.4337 | 1.5707 | 1.2911 |
Largest Winning Trade | 88968 | 88968 | 16024 | 146792 | 146792 | 78366 |
Largest Losing Trade | -17383 | -16420 | -17383 | -82493 | -67766 | -82493 |
Avg Bars in Trades | 48 | 49 | 47 | 48 | 49 | 47 |
Avg Bars in Winners | 56 | 56 | 57 | 56 | 56 | 57 |
Avg Bars in Losers | 41 | 43 | 38 | 41 | 43 | 38 |
Bars Traded | 24887 | 12662 | 12225 | 24887 | 12662 | 12225 |
Profit Streak | 0 | 18.0657 | 0 | 0 | 18.0657 | 0 |
Trades During Streak | 0 | 7 | 0 | 0 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398292 | 346614 | -177512 | 383050 | 356051 | -3018 |
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{ "first_band": { "type": "rma", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 50, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 50, "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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