Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 177116.947 | 90841.7598 | 86275.1873 | 403877.4588 | 201499.7052 | 202377.7537 |
Total P&L (%) | 177.1169 | 90.8418 | 86.2752 | 403.8775 | 201.4997 | 202.3778 |
Avg Daily Profit (%) | 0.6801 | 0.3488 | 0.3313 | 0.6229 | 0.4247 | 0.4258 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20974 | -17569 | -20533 | -65432 | -32384 | -62131 |
Profit Factor | 2.0514 | 2.0773 | 2.0255 | 1.9584 | 2.0472 | 1.8838 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 129 | 66 | 63 | 129 | 66 | 63 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 75 | 76.7442 | 73.2558 | 75 | 76.7442 | 73.2558 |
Ratio Avg Win / Avg Loss | 0.6838 | 0.6295 | 0.7395 | 0.6528 | 0.6204 | 0.6877 |
Largest Winning Trade | 15968 | 12394 | 15968 | 69381 | 24505 | 69381 |
Largest Losing Trade | -14269 | -14269 | -11133 | -51920 | -32224 | -51920 |
Avg Bars in Trades | 143 | 139 | 146 | 143 | 139 | 146 |
Avg Bars in Winners | 98 | 96 | 100 | 98 | 96 | 100 |
Avg Bars in Losers | 277 | 283 | 272 | 277 | 283 | 272 |
Bars Traded | 24613 | 12009 | 12603 | 24613 | 12009 | 12603 |
Profit Streak | 6.9055 | 15.8639 | 6.9055 | 6.9055 | 15.8639 | 6.9055 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 622830 | 492447 | 466512 | 598767 | 513696 | 485748 |
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{ "first_band": { "type": "tema", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 162, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 162, "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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