Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 197944.2676 | -8039.1662 | 205983.4338 | 129938.8283 | -7713.7481 | 137652.5764 |
Total P&L (%) | 197.9443 | -8.0392 | 205.9834 | 129.9388 | -7.7137 | 137.6526 |
Avg Daily Profit (%) | 0.1895 | -0.0077 | 0.1972 | 0.0797 | -0.0077 | 0.0829 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89970 | -118413 | -56937 | -119177 | -106756 | -64364 |
Profit Factor | 1.5599 | 0.9677 | 2.963 | 1.4018 | 0.9641 | 2.2707 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 70 | 33 | 37 | 70 | 33 | 37 |
Losing Trades | 18 | 11 | 7 | 18 | 11 | 7 |
Profitability (%) | 79.5455 | 75 | 84.0909 | 79.5455 | 75 | 84.0909 |
Ratio Avg Win / Avg Loss | 0.4011 | 0.3226 | 0.5606 | 0.3605 | 0.3214 | 0.4296 |
Largest Winning Trade | 35446 | 28816 | 35446 | 29820 | 22102 | 29820 |
Largest Losing Trade | -60202 | -60202 | -44223 | -48582 | -42126 | -48582 |
Avg Bars in Trades | 32 | 31 | 34 | 32 | 31 | 34 |
Avg Bars in Winners | 20 | 14 | 26 | 20 | 14 | 26 |
Avg Bars in Losers | 81 | 83 | 78 | 81 | 83 | 78 |
Bars Traded | 2900 | 1386 | 1514 | 2900 | 1386 | 1514 |
Profit Streak | 78.1903 | 101.5237 | 78.1903 | 78.1903 | 101.5237 | 78.1903 |
Trades During Streak | 18 | 11 | 9 | 18 | 11 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 491239 | -575831 | 592041 | -81343 | -575831 | -74764 |
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{ "first_band": { "type": "fwma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 196, "offset": 0 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 196, "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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