Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 822043.9289 | 805681.3798 | 16362.5492 | 53110.6016 | 195691.8485 | -142581.2469 |
Total P&L (%) | 822.0439 | 805.6814 | 16.3625 | 53.1106 | 195.6918 | -142.5812 |
Avg Daily Profit (%) | 0.3545 | 0.3474 | 0.0071 | 0.0184 | 0.0468 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195954 | -162990 | -208819 | -1001043 | -727745 | -426610 |
Profit Factor | 1.6849 | 2.3757 | 1.0266 | 1.0186 | 1.1227 | 0.8868 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Profitability (%) | 42.4658 | 41.0959 | 43.8356 | 42.4658 | 41.0959 | 43.8356 |
Ratio Avg Win / Avg Loss | 2.2827 | 3.4051 | 1.3154 | 1.3801 | 1.6093 | 1.1362 |
Largest Winning Trade | 361127 | 361127 | 66418 | 641450 | 641450 | 196145 |
Largest Losing Trade | -70000 | -44502 | -70000 | -354771 | -354771 | -157244 |
Avg Bars in Trades | 61 | 68 | 55 | 61 | 68 | 55 |
Avg Bars in Winners | 85 | 86 | 85 | 85 | 86 | 85 |
Avg Bars in Losers | 44 | 54 | 32 | 44 | 54 | 32 |
Bars Traded | 9031 | 4965 | 4066 | 9031 | 4965 | 4066 |
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 | 360234 | -61597 | -458312 | -372034 | -290283 | -653466 |
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{ "first_band": { "type": "tema", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 36, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 36, "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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