Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 152613.6513 | 60855.5728 | 91758.0785 | 277249.9538 | 110304.7766 | 166945.1772 |
Total P&L (%) | 152.6137 | 60.8556 | 91.7581 | 277.25 | 110.3048 | 166.9452 |
Avg Daily Profit (%) | 0.586 | 0.2337 | 0.3523 | 0.5111 | 0.2859 | 0.3777 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20950 | -16359 | -14126 | -45380 | -23516 | -33677 |
Profit Factor | 1.5095 | 1.429 | 1.5818 | 1.5027 | 1.4295 | 1.5664 |
Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
Winning Trades | 143 | 77 | 66 | 143 | 77 | 66 |
Losing Trades | 167 | 78 | 89 | 167 | 78 | 89 |
Profitability (%) | 46.129 | 49.6774 | 42.5806 | 46.129 | 49.6774 | 42.5806 |
Ratio Avg Win / Avg Loss | 1.7628 | 1.4476 | 2.133 | 1.7549 | 1.4481 | 2.1122 |
Largest Winning Trade | 19288 | 13012 | 19288 | 61001 | 27686 | 61001 |
Largest Losing Trade | -11939 | -5574 | -11939 | -32824 | -11121 | -32824 |
Avg Bars in Trades | 79 | 79 | 79 | 79 | 79 | 79 |
Avg Bars in Winners | 114 | 110 | 119 | 114 | 110 | 119 |
Avg Bars in Losers | 49 | 48 | 49 | 49 | 48 | 49 |
Bars Traded | 24647 | 12299 | 12348 | 24647 | 12299 | 12348 |
Profit Streak | 1.1185 | 0 | 10.4101 | 1.1185 | 0 | 10.4101 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333646 | 248668 | 339637 | 309109 | 286779 | 344063 |
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{ "first_band": { "type": "tema", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 47, "offset": 0, "poles": 2 } } }
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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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