Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282890.511 | 185954.6889 | 96935.8221 | 683873.7599 | 395200.0001 | 288673.7598 |
Total P&L (%) | 282.8905 | 185.9547 | 96.9358 | 683.8738 | 395.2 | 288.6738 |
Avg Daily Profit (%) | 0.5432 | 0.357 | 0.1861 | 0.3961 | 0.3076 | 0.261 |
Buy And Hold Return (%) | 19.0224 | 19.0224 | 19.0224 | 19.0224 | 19.0224 | 19.0224 |
Max Trade Drawdown | -65178 | -50360 | -60671 | -169145 | -129147 | -81047 |
Profit Factor | 1.5513 | 1.6939 | 1.3954 | 1.543 | 1.5278 | 1.5654 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 105 | 51 | 54 | 105 | 51 | 54 |
Losing Trades | 139 | 71 | 68 | 139 | 71 | 68 |
Profitability (%) | 43.0328 | 41.8033 | 44.2623 | 43.0328 | 41.8033 | 44.2623 |
Ratio Avg Win / Avg Loss | 2.0536 | 2.3581 | 1.7572 | 2.0427 | 2.1269 | 1.9712 |
Largest Winning Trade | 62583 | 62583 | 21243 | 149228 | 149228 | 61574 |
Largest Losing Trade | -21898 | -21898 | -19551 | -78710 | -78710 | -28315 |
Avg Bars in Trades | 101 | 108 | 94 | 101 | 108 | 94 |
Avg Bars in Winners | 144 | 140 | 147 | 144 | 140 | 147 |
Avg Bars in Losers | 68 | 84 | 51 | 68 | 84 | 51 |
Bars Traded | 24689 | 13214 | 11475 | 24689 | 13214 | 11475 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406192 | 294699 | 179310 | 374130 | 257085 | 285436 |
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{ "first_band": { "type": "tema", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 40, "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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