Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 535947.3829 | 333113.0546 | 202834.3283 | 839890.8205 | 29428.3094 | 810462.5111 |
Total P&L (%) | 535.9474 | 333.1131 | 202.8343 | 839.8908 | 29.4283 | 810.4625 |
Avg Daily Profit (%) | 0.2945 | 0.183 | 0.1114 | 0.1232 | 0.0142 | 0.1214 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92358 | -105956 | -39549 | -887551 | -879900 | -282706 |
Profit Factor | 2.0704 | 1.9929 | 2.2278 | 1.266 | 1.0131 | 1.8943 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 41.6667 | 35.7143 | 47.619 | 41.6667 | 35.7143 | 47.619 |
Ratio Avg Win / Avg Loss | 2.8985 | 3.5872 | 2.4505 | 1.7724 | 1.8235 | 2.0837 |
Largest Winning Trade | 211416 | 211416 | 63276 | 493412 | 493412 | 420702 |
Largest Losing Trade | -46990 | -46990 | -36847 | -400874 | -400874 | -214813 |
Avg Bars in Trades | 61 | 67 | 55 | 61 | 67 | 55 |
Avg Bars in Winners | 108 | 124 | 96 | 108 | 124 | 96 |
Avg Bars in Losers | 28 | 36 | 18 | 28 | 36 | 18 |
Bars Traded | 5186 | 2851 | 2335 | 5186 | 2851 | 2335 |
Profit Streak | 17.9549 | 0 | 60.6216 | 17.9549 | 0 | 60.6216 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371883 | 207010 | -39876 | -29606 | -387617 | -26786 |
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{ "first_band": { "type": "tema", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 9, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 9, "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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