Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219346.6359 | 315308.7017 | -95962.0659 | -81701.3865 | 259081.3701 | -340782.7566 |
Total P&L (%) | 219.3466 | 315.3087 | -95.9621 | -81.7014 | 259.0814 | -340.7828 |
Avg Daily Profit (%) | 0.1356 | 0.1949 | -0.0593 | -0.1049 | 0.079 | 0 |
Buy And Hold Return (%) | 25.9953 | 25.9953 | 25.9953 | 25.9953 | 25.9953 | 25.9953 |
Max Trade Drawdown | -189594 | -125208 | -259180 | -228212 | -120955 | -372804 |
Profit Factor | 1.1588 | 1.5443 | 0.8803 | 0.9347 | 1.564 | 0.5698 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 144 | 77 | 67 | 144 | 77 | 67 |
Losing Trades | 112 | 51 | 61 | 112 | 51 | 61 |
Profitability (%) | 56.25 | 60.1563 | 52.3438 | 56.25 | 60.1563 | 52.3438 |
Ratio Avg Win / Avg Loss | 0.9013 | 1.0229 | 0.8015 | 0.727 | 1.0359 | 0.5187 |
Largest Winning Trade | 67578 | 67578 | 56348 | 87630 | 87630 | 41440 |
Largest Losing Trade | -68615 | -68615 | -51472 | -111849 | -57337 | -111849 |
Avg Bars in Trades | 74 | 78 | 70 | 74 | 78 | 70 |
Avg Bars in Winners | 72 | 70 | 75 | 72 | 70 | 75 |
Avg Bars in Losers | 76 | 91 | 64 | 76 | 91 | 64 |
Bars Traded | 19045 | 10076 | 8969 | 19045 | 10076 | 8969 |
Profit Streak | 480.2054 | 0 | 498.4554 | 480.2054 | 0 | 498.4554 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -56792 | 369221 | -579728 | -578043 | -84618 | -579728 |
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{ "first_band": { "type": "tema", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 117, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 117, "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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