Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405110.9041 | 283523.5932 | 121587.3109 | 333396.9795 | 306071.3434 | 27325.6361 |
Total P&L (%) | 405.1109 | 283.5236 | 121.5873 | 333.397 | 306.0713 | 27.3256 |
Avg Daily Profit (%) | 0.3923 | 0.2746 | 0.1177 | 0.1421 | 0.1358 | 0.0234 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151450 | -72508 | -94757 | -340113 | -241338 | -235878 |
Profit Factor | 1.3827 | 1.5329 | 1.2309 | 1.1944 | 1.3579 | 1.0318 |
Total Trades | 331 | 166 | 165 | 331 | 166 | 165 |
Winning Trades | 122 | 58 | 64 | 122 | 58 | 64 |
Losing Trades | 209 | 108 | 101 | 209 | 108 | 101 |
Profitability (%) | 36.858 | 34.9398 | 38.7879 | 36.858 | 34.9398 | 38.7879 |
Ratio Avg Win / Avg Loss | 2.3687 | 2.8543 | 1.9425 | 2.0461 | 2.5285 | 1.6283 |
Largest Winning Trade | 182698 | 182698 | 47287 | 381509 | 381509 | 102408 |
Largest Losing Trade | -27999 | -17014 | -27999 | -96838 | -90798 | -96838 |
Avg Bars in Trades | 9 | 9 | 8 | 9 | 9 | 8 |
Avg Bars in Winners | 15 | 15 | 16 | 15 | 15 | 16 |
Avg Bars in Losers | 5 | 6 | 4 | 5 | 6 | 4 |
Bars Traded | 3037 | 1603 | 1434 | 3037 | 1603 | 1434 |
Profit Streak | 20.587 | 20.587 | 21.9204 | 20.587 | 20.587 | 21.9204 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321169 | 221934 | -38269 | -10989 | -14909 | -352656 |
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{ "first_band": { "type": "tema", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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