Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103683.6672 | 74099.3247 | 29584.3425 | 128610.5654 | 106145.1136 | 22465.4518 |
Total P&L (%) | 103.6837 | 74.0993 | 29.5843 | 128.6106 | 106.1451 | 22.4655 |
Avg Daily Profit (%) | 0.3981 | 0.2845 | 0.1136 | 0.318 | 0.2782 | 0.0779 |
Buy And Hold Return (%) | 17.3201 | 17.3201 | 17.3201 | 17.3201 | 17.3201 | 17.3201 |
Max Trade Drawdown | -34429 | -18488 | -32161 | -73393 | -33102 | -70014 |
Profit Factor | 1.5183 | 1.8146 | 1.2712 | 1.3614 | 1.6522 | 1.1163 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Losing Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Profitability (%) | 47.1074 | 52.459 | 41.6667 | 47.1074 | 52.459 | 41.6667 |
Ratio Avg Win / Avg Loss | 1.7047 | 1.6445 | 1.7796 | 1.5286 | 1.4973 | 1.5629 |
Largest Winning Trade | 23977 | 23977 | 21719 | 33273 | 33273 | 32584 |
Largest Losing Trade | -10308 | -10308 | -9710 | -17132 | -17132 | -16545 |
Avg Bars in Trades | 200 | 209 | 191 | 200 | 209 | 191 |
Avg Bars in Winners | 254 | 256 | 252 | 254 | 256 | 252 |
Avg Bars in Losers | 151 | 157 | 147 | 151 | 157 | 147 |
Bars Traded | 24242 | 12782 | 11460 | 24242 | 12782 | 11460 |
Profit Streak | 10.0483 | 16.5899 | 10.0483 | 10.0483 | 16.5899 | 10.0483 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378380 | -151411 | -222585 | 343543 | -151496 | -427252 |
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{ "first_band": { "type": "tema", "factors": { "length": 179, "offset": 179 } }, "second_band": { "type": "rma", "factors": { "length": 123, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 179, "offset": 179 } }, "second_band": { "type": "rma", "factors": { "length": 123, "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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