Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 53735.1087 | 33862.8341 | 19872.2746 | 57483.1296 | 32080.4398 | 25402.6898 |
Total P&L (%) | 53.7351 | 33.8628 | 19.8723 | 57.4831 | 32.0804 | 25.4027 |
Avg Daily Profit (%) | 0.619 | 0.3901 | 0.2289 | 0.5245 | 0.321 | 0.2611 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18213 | -15140 | -13827 | -31243 | -22333 | -21544 |
Profit Factor | 1.4682 | 1.6117 | 1.3344 | 1.3357 | 1.385 | 1.2891 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 50 | 48.0769 | 51.9231 | 50 | 48.0769 | 51.9231 |
Ratio Avg Win / Avg Loss | 1.4682 | 1.7407 | 1.2356 | 1.3357 | 1.4958 | 1.1936 |
Largest Winning Trade | 19250 | 19250 | 13253 | 19603 | 19603 | 19220 |
Largest Losing Trade | -7442 | -7442 | -6047 | -11563 | -11563 | -8940 |
Avg Bars in Trades | 233 | 250 | 216 | 233 | 250 | 216 |
Avg Bars in Winners | 323 | 378 | 273 | 323 | 378 | 273 |
Avg Bars in Losers | 143 | 132 | 155 | 143 | 132 | 155 |
Bars Traded | 24315 | 13042 | 11273 | 24315 | 13042 | 11273 |
Profit Streak | 0 | 4.031 | 0 | 0 | 4.031 | 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 | 344143 | -173412 | -180564 | 294935 | -176608 | -177112 |
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{ "first_band": { "type": "tema", "factors": { "length": 226, "offset": 206 } }, "second_band": { "type": "midpoint", "factors": { "length": 198, "offset": 0 } } }
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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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