Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2920115.7093 | 2940615.113 | -20499.4037 | 66568.6437 | 4858372.574 | -4791803.9303 |
Total P&L (%) | 2920.1157 | 2940.6151 | -20.4994 | 66.5686 | 4858.3726 | -4791.8039 |
Avg Daily Profit (%) | 1.4021 | 1.4119 | -0.0098 | 0.0245 | 0.1876 | 0 |
Buy And Hold Return (%) | 68.3712 | 68.3712 | 68.3712 | 68.3712 | 68.3712 | 68.3712 |
Max Trade Drawdown | -250894 | -245460 | -140171 | -12889129 | -9873787 | -9496771 |
Profit Factor | 3.4462 | 5.1538 | 0.9578 | 1.002 | 1.2747 | 0.6789 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 70 | 31 | 39 | 70 | 31 | 39 |
Losing Trades | 101 | 54 | 47 | 101 | 54 | 47 |
Profitability (%) | 40.9357 | 36.4706 | 45.3488 | 40.9357 | 36.4706 | 45.3488 |
Ratio Avg Win / Avg Loss | 4.9724 | 8.9776 | 1.1543 | 1.4458 | 2.2205 | 0.8182 |
Largest Winning Trade | 2613234 | 2613234 | 43192 | 6773485 | 6773485 | 2832302 |
Largest Losing Trade | -45283 | -45283 | -35372 | -4763810 | -4763810 | -2974443 |
Avg Bars in Trades | 143 | 205 | 82 | 143 | 205 | 82 |
Avg Bars in Winners | 190 | 305 | 99 | 190 | 305 | 99 |
Avg Bars in Losers | 111 | 148 | 69 | 111 | 148 | 69 |
Bars Traded | 24605 | 17473 | 7132 | 24605 | 17473 | 7132 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 635414 | 576602 | -581244 | -546826 | 121831 | -582910 |
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{ "first_band": { "type": "tema", "factors": { "length": 85, "offset": 230 } }, "second_band": { "type": "dcu", "factors": { "length": 119, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 85, "offset": 230 } }, "second_band": { "type": "dcu", "factors": { "length": 119, "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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