Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101665.3454 | 53514.9288 | 48150.4166 | 125531.909 | 70745.0718 | 54786.8372 |
Total P&L (%) | 101.6653 | 53.5149 | 48.1504 | 125.5319 | 70.7451 | 54.7868 |
Avg Daily Profit (%) | 0.3904 | 0.2055 | 0.1849 | 0.3128 | 0.2056 | 0.1679 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28197 | -40589 | -23504 | -62328 | -62507 | -47292 |
Profit Factor | 1.5041 | 1.4779 | 1.5367 | 1.3494 | 1.3656 | 1.3305 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 72.6415 | 69.8113 | 75.4717 | 72.6415 | 69.8113 | 75.4717 |
Ratio Avg Win / Avg Loss | 0.5665 | 0.6391 | 0.4994 | 0.5082 | 0.5905 | 0.4324 |
Largest Winning Trade | 12353 | 12353 | 10428 | 16509 | 16509 | 13564 |
Largest Losing Trade | -19604 | -19604 | -16792 | -30672 | -30672 | -28881 |
Avg Bars in Trades | 232 | 239 | 224 | 232 | 239 | 224 |
Avg Bars in Winners | 126 | 113 | 138 | 126 | 113 | 138 |
Avg Bars in Losers | 513 | 531 | 490 | 513 | 531 | 490 |
Bars Traded | 24600 | 12688 | 11912 | 24600 | 12688 | 11912 |
Profit Streak | 3.2101 | 3.2101 | 16.1789 | 3.2101 | 3.2101 | 16.1789 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378673 | -173759 | -170808 | 320770 | -173345 | -171730 |
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{ "first_band": { "type": "tema", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 132, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 132, "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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