Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101580.4132 | 54122.975 | 47457.4382 | 133996.8 | 67007.4523 | 66989.3476 |
Total P&L (%) | 101.5804 | 54.123 | 47.4574 | 133.9968 | 67.0075 | 66.9893 |
Avg Daily Profit (%) | 0.2213 | 0.1179 | 0.1034 | 0.1854 | 0.1118 | 0.1118 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33104 | -11960 | -26023 | -47808 | -20409 | -33181 |
Profit Factor | 1.6522 | 1.7773 | 1.5511 | 1.6528 | 1.7036 | 1.6089 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 115 | 56 | 59 | 115 | 56 | 59 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 67.2515 | 65.8824 | 68.6047 | 67.2515 | 65.8824 | 68.6047 |
Ratio Avg Win / Avg Loss | 0.8045 | 0.9204 | 0.7098 | 0.8049 | 0.8822 | 0.7363 |
Largest Winning Trade | 27364 | 10236 | 27364 | 41408 | 19729 | 41408 |
Largest Losing Trade | -23906 | -11884 | -23906 | -26486 | -20409 | -26486 |
Avg Bars in Trades | 63 | 56 | 69 | 63 | 56 | 69 |
Avg Bars in Winners | 47 | 44 | 50 | 47 | 44 | 50 |
Avg Bars in Losers | 96 | 80 | 112 | 96 | 80 | 112 |
Bars Traded | 10812 | 4827 | 5984 | 10812 | 4827 | 5984 |
Profit Streak | 608.0508 | 612.7175 | 608.0508 | 608.0508 | 612.7175 | 608.0508 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413262 | -33876 | -54397 | 402255 | -41313 | -41548 |
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{ "first_band": { "type": "tema", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 100, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 100, "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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