Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 142081.447 | 95765.228 | 46316.219 | 160738.1748 | 141924.7842 | 18813.3906 |
Total P&L (%) | 142.0814 | 95.7652 | 46.3162 | 160.7382 | 141.9248 | 18.8134 |
Avg Daily Profit (%) | 0.5335 | 0.3596 | 0.1739 | 0.3605 | 0.3323 | 0.0648 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45665 | -37376 | -60911 | -108361 | -98982 | -148371 |
Profit Factor | 1.4838 | 1.6463 | 1.3183 | 1.2967 | 1.5111 | 1.0713 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Profitability (%) | 41.4286 | 41.4286 | 41.4286 | 41.4286 | 41.4286 | 41.4286 |
Ratio Avg Win / Avg Loss | 2.0977 | 2.3276 | 1.8638 | 1.8333 | 2.1363 | 1.5146 |
Largest Winning Trade | 45146 | 45146 | 30829 | 76837 | 76837 | 42786 |
Largest Losing Trade | -13120 | -12316 | -13120 | -29862 | -29862 | -26472 |
Avg Bars in Trades | 88 | 89 | 87 | 88 | 89 | 87 |
Avg Bars in Winners | 119 | 116 | 122 | 119 | 116 | 122 |
Avg Bars in Losers | 66 | 71 | 62 | 66 | 71 | 62 |
Bars Traded | 12391 | 6282 | 6109 | 12391 | 6282 | 6109 |
Profit Streak | 0 | 260.0266 | 0 | 0 | 260.0266 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304207 | -86476 | -92124 | 209825 | -87342 | -354337 |
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{ "first_band": { "type": "tema", "factors": { "length": 107, "offset": 125 } }, "second_band": { "type": "midprice", "factors": { "length": 158, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 107, "offset": 125 } }, "second_band": { "type": "midprice", "factors": { "length": 158, "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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