Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94671.8531 | 69477.6871 | 25194.166 | 86162.6825 | 55071.8741 | 31090.8084 |
Total P&L (%) | 94.6719 | 69.4777 | 25.1942 | 86.1627 | 55.0719 | 31.0908 |
Avg Daily Profit (%) | 0.3773 | 0.2769 | 0.1004 | 0.248 | 0.175 | 0.108 |
Buy And Hold Return (%) | 22.9627 | 22.9627 | 22.9627 | 22.9627 | 22.9627 | 22.9627 |
Max Trade Drawdown | -67044 | -28475 | -44059 | -57411 | -54312 | -35022 |
Profit Factor | 1.548 | 1.838 | 1.2804 | 1.4247 | 1.5353 | 1.3109 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Losing Trades | 17 | 8 | 9 | 17 | 8 | 9 |
Profitability (%) | 78.481 | 80 | 76.9231 | 78.481 | 80 | 76.9231 |
Ratio Avg Win / Avg Loss | 0.4244 | 0.4595 | 0.3841 | 0.3906 | 0.3838 | 0.3933 |
Largest Winning Trade | 19149 | 19149 | 9692 | 20255 | 20255 | 11744 |
Largest Losing Trade | -44059 | -22558 | -44059 | -40474 | -40474 | -35022 |
Avg Bars in Trades | 296 | 297 | 295 | 296 | 297 | 295 |
Avg Bars in Winners | 178 | 169 | 188 | 178 | 169 | 188 |
Avg Bars in Losers | 728 | 811 | 654 | 728 | 811 | 654 |
Bars Traded | 23439 | 11904 | 11535 | 23439 | 11904 | 11535 |
Profit Streak | 30.8835 | 41.7168 | 30.8835 | 30.8835 | 41.7168 | 30.8835 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -20241 | 357520 | -193087 | -22429 | 254175 | -102952 |
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{ "first_band": { "type": "tema", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 219, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 219, "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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