Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427678.8539 | 392528.035 | 35150.8189 | 124025.947 | 114536.7567 | 9489.1904 |
Total P&L (%) | 427.6789 | 392.528 | 35.1508 | 124.0259 | 114.5368 | 9.4892 |
Avg Daily Profit (%) | 0.3415 | 0.3134 | 0.0281 | 0.0644 | 0.061 | 0.0072 |
Buy And Hold Return (%) | 51.0181 | 51.0181 | 51.0181 | 51.0181 | 51.0181 | 51.0181 |
Max Trade Drawdown | -141396 | -86990 | -85275 | -1037634 | -626214 | -499506 |
Profit Factor | 1.8813 | 2.5734 | 1.1491 | 1.042 | 1.0701 | 1.0072 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 57.3529 | 52.9412 | 61.7647 | 57.3529 | 52.9412 | 61.7647 |
Ratio Avg Win / Avg Loss | 1.3989 | 2.2875 | 0.7113 | 0.7748 | 0.9512 | 0.6235 |
Largest Winning Trade | 330616 | 330616 | 37973 | 393296 | 393296 | 245675 |
Largest Losing Trade | -62062 | -29548 | -62062 | -340453 | -259989 | -340453 |
Avg Bars in Trades | 69 | 82 | 57 | 69 | 82 | 57 |
Avg Bars in Winners | 65 | 75 | 56 | 65 | 75 | 56 |
Avg Bars in Losers | 75 | 89 | 59 | 75 | 89 | 59 |
Bars Traded | 4747 | 2788 | 1959 | 4747 | 2788 | 1959 |
Profit Streak | 39.5723 | 0 | 59.8223 | 39.5723 | 0 | 59.8223 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100709 | 498998 | -377300 | -398902 | -261520 | -561135 |
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{ "first_band": { "type": "tema", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 100, "offset": 6 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 100, "offset": 6 } } }
# | 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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