Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 47608.3749 | 18080.008 | 29528.367 | 55992.1645 | 18582.1587 | 37410.0057 |
Total P&L (%) | 47.6084 | 18.08 | 29.5284 | 55.9922 | 18.5822 | 37.41 |
Avg Daily Profit (%) | 0.9141 | 0.3472 | 0.567 | 0.8574 | 0.3278 | 0.6121 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -15394 | -19902 | -6014 | -22906 | -29275 | -8464 |
Profit Factor | 1.6041 | 1.373 | 1.9735 | 1.4968 | 1.2632 | 1.8885 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 65.0794 | 63.4921 | 66.6667 | 65.0794 | 63.4921 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.8607 | 0.7895 | 0.9868 | 0.8031 | 0.7263 | 0.9442 |
Largest Winning Trade | 4782 | 4782 | 4618 | 6774 | 6774 | 5783 |
Largest Losing Trade | -10384 | -10384 | -4119 | -15672 | -15672 | -5414 |
Avg Bars in Trades | 187 | 193 | 180 | 187 | 193 | 180 |
Avg Bars in Winners | 133 | 121 | 144 | 133 | 121 | 144 |
Avg Bars in Losers | 287 | 319 | 252 | 287 | 319 | 252 |
Bars Traded | 23571 | 12194 | 11377 | 23571 | 12194 | 11377 |
Profit Streak | 3.2561 | 4.2665 | 3.2561 | 3.2561 | 4.2665 | 3.2561 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418315 | -146646 | -138351 | 405576 | -147425 | -137985 |
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{ "first_band": { "type": "tema", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 172, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 172, "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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