Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1452047.9684 | 1446010.9265 | 6037.0419 | -14674.6269 | 200445.5738 | -215120.2007 |
Total P&L (%) | 1452.048 | 1446.0109 | 6.037 | -14.6746 | 200.4456 | -215.1202 |
Avg Daily Profit (%) | 0.6175 | 0.6149 | 0.0026 | -0.0067 | 0.0468 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134952 | -161188 | -123185 | -1237331 | -1057645 | -421774 |
Profit Factor | 2.8168 | 4.4643 | 1.0158 | 0.9951 | 1.1125 | 0.821 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 47.7876 | 43.8596 | 51.7857 | 47.7876 | 43.8596 | 51.7857 |
Ratio Avg Win / Avg Loss | 3.0776 | 5.7143 | 0.9458 | 1.0872 | 1.424 | 0.7644 |
Largest Winning Trade | 1521805 | 1521805 | 54595 | 1223070 | 1223070 | 131531 |
Largest Losing Trade | -51592 | -51592 | -49991 | -660220 | -660220 | -283070 |
Avg Bars in Trades | 78 | 59 | 96 | 78 | 59 | 96 |
Avg Bars in Winners | 105 | 82 | 124 | 105 | 82 | 124 |
Avg Bars in Losers | 53 | 42 | 66 | 53 | 42 | 66 |
Bars Traded | 8827 | 3407 | 5420 | 8827 | 3407 | 5420 |
Profit Streak | 0 | 0 | 34.0987 | 0 | 0 | 34.0987 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 591208 | -163457 | -739245 | -579671 | -409659 | -760060 |
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{ "first_band": { "type": "tema", "factors": { "length": 38, "offset": 95 } }, "second_band": { "type": "dema", "factors": { "length": 247, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 38, "offset": 95 } }, "second_band": { "type": "dema", "factors": { "length": 247, "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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