Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360290.543 | 335418.1107 | 24872.4323 | -44691.6821 | -126896.4665 | 82204.7844 |
Total P&L (%) | 360.2905 | 335.4181 | 24.8724 | -44.6917 | -126.8965 | 82.2048 |
Avg Daily Profit (%) | 0.1952 | 0.1817 | 0.0135 | -0.0321 | 0 | 0.0325 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144944 | -142985 | -8280 | -889920 | -934362 | -31032 |
Profit Factor | 1.9126 | 1.9123 | 1.9178 | 0.9718 | 0.9158 | 2.0453 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 52.459 | 53.3333 | 51.6129 | 52.459 | 53.3333 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.7333 | 1.6732 | 1.798 | 0.8807 | 0.8013 | 1.9175 |
Largest Winning Trade | 217068 | 217068 | 8272 | 419580 | 419580 | 67385 |
Largest Losing Trade | -84623 | -84623 | -6686 | -472740 | -472740 | -25069 |
Avg Bars in Trades | 319 | 644 | 4 | 319 | 644 | 4 |
Avg Bars in Winners | 222 | 437 | 6 | 222 | 437 | 6 |
Avg Bars in Losers | 426 | 879 | 3 | 426 | 879 | 3 |
Bars Traded | 19473 | 19322 | 151 | 19473 | 19322 | 151 |
Profit Streak | 0 | 152.7628 | 0 | 0 | 152.7628 | 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 | -154469 | 433995 | -174390 | -746459 | -579818 | -145124 |
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{ "first_band": { "type": "tema", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 24, "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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