Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68383.918 | 35534.2903 | 32849.6278 | 53874.5638 | 63258.3976 | -9383.8338 |
Total P&L (%) | 68.3839 | 35.5343 | 32.8496 | 53.8746 | 63.2584 | -9.3838 |
Avg Daily Profit (%) | 0.2626 | 0.1365 | 0.1261 | 0.1656 | 0.1884 | -0.0378 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69049 | -36187 | -52856 | -133014 | -60660 | -102836 |
Profit Factor | 1.2263 | 1.2251 | 1.2275 | 1.1124 | 1.2785 | 0.9628 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 126 | 60 | 66 | 126 | 60 | 66 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 69.2308 | 65.9341 | 72.5275 | 69.2308 | 65.9341 | 72.5275 |
Ratio Avg Win / Avg Loss | 0.545 | 0.633 | 0.465 | 0.4944 | 0.6605 | 0.3647 |
Largest Winning Trade | 11249 | 11249 | 10868 | 22950 | 22950 | 15206 |
Largest Losing Trade | -22533 | -15191 | -22533 | -38579 | -25535 | -38579 |
Avg Bars in Trades | 135 | 136 | 134 | 135 | 136 | 134 |
Avg Bars in Winners | 87 | 81 | 92 | 87 | 81 | 92 |
Avg Bars in Losers | 244 | 243 | 246 | 244 | 243 | 246 |
Bars Traded | 24685 | 12414 | 12270 | 24685 | 12414 | 12270 |
Profit Streak | 18.313 | 18.313 | 28.0422 | 18.313 | 18.313 | 28.0422 |
Trades During Streak | 15 | 7 | 10 | 15 | 7 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355996 | -13256 | -26312 | -88458 | 274826 | -577588 |
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{ "first_band": { "type": "tema", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 126, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 126, "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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