Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 26599.8202 | 18007.6375 | 8592.1827 | 28568.3219 | 19177.1924 | 9391.1295 |
Total P&L (%) | 26.5998 | 18.0076 | 8.5922 | 28.5683 | 19.1772 | 9.3911 |
Avg Daily Profit (%) | 1.5322 | 1.0373 | 0.4949 | 1.4581 | 1.0157 | 0.5184 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -10655 | -8052 | -11283 | -10511 | -7945 | -12086 |
Profit Factor | 1.4514 | 1.7273 | 1.2514 | 1.4707 | 1.7624 | 1.2643 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Losing Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Profitability (%) | 47.1014 | 50.7246 | 43.4783 | 47.1014 | 50.7246 | 43.4783 |
Ratio Avg Win / Avg Loss | 1.63 | 1.6779 | 1.6269 | 1.6517 | 1.7121 | 1.6435 |
Largest Winning Trade | 7533 | 7533 | 4514 | 7004 | 7004 | 4717 |
Largest Losing Trade | -3263 | -2457 | -3263 | -3263 | -2638 | -3263 |
Avg Bars in Trades | 178 | 167 | 189 | 178 | 167 | 189 |
Avg Bars in Winners | 175 | 176 | 175 | 175 | 176 | 175 |
Avg Bars in Losers | 181 | 158 | 201 | 181 | 158 | 201 |
Bars Traded | 24649 | 11550 | 13099 | 24649 | 11550 | 13099 |
Profit Streak | 3.0502 | 3.0502 | 3.1155 | 3.0502 | 3.0502 | 3.1155 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332043 | -96103 | -261423 | 340278 | -95274 | -261144 |
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{ "first_band": { "type": "tema", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 66, "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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