Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95687.422 | 15931.1048 | 79756.3172 | 120049.9879 | 21268.2607 | 98781.7272 |
Total P&L (%) | 95.6874 | 15.9311 | 79.7563 | 120.05 | 21.2683 | 98.7817 |
Avg Daily Profit (%) | 0.3674 | 0.0612 | 0.3063 | 0.3033 | 0.0741 | 0.2642 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32998 | -32227 | -15740 | -34596 | -35441 | -18501 |
Profit Factor | 1.5238 | 1.1264 | 2.4088 | 1.5182 | 1.1361 | 2.3095 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 68.8525 | 65.5738 | 72.1311 | 68.8525 | 65.5738 | 72.1311 |
Ratio Avg Win / Avg Loss | 0.6894 | 0.5914 | 0.9307 | 0.6868 | 0.5965 | 0.8923 |
Largest Winning Trade | 8310 | 8310 | 7205 | 12725 | 11071 | 12725 |
Largest Losing Trade | -28852 | -28852 | -10415 | -30508 | -30508 | -14699 |
Avg Bars in Trades | 202 | 206 | 198 | 202 | 206 | 198 |
Avg Bars in Winners | 112 | 97 | 127 | 112 | 97 | 127 |
Avg Bars in Losers | 400 | 414 | 383 | 400 | 414 | 383 |
Bars Traded | 24711 | 12596 | 12115 | 24711 | 12596 | 12115 |
Profit Streak | 7.1701 | 14.3785 | 7.1701 | 7.1701 | 14.3785 | 7.1701 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429057 | -363479 | -148299 | 408087 | -331999 | -148850 |
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{ "first_band": { "type": "tema", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 127, "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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