Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 231408.5578 | 261126.6682 | -29718.1105 | -219770.4291 | 169155.9203 | -388926.3494 |
Total P&L (%) | 231.4086 | 261.1267 | -29.7181 | -219.7704 | 169.1559 | -388.9263 |
Avg Daily Profit (%) | 0.185 | 0.2088 | -0.0238 | 0 | 0.0792 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122026 | -64248 | -120197 | -549937 | -137302 | -373241 |
Profit Factor | 1.5429 | 2.5868 | 0.8864 | 0.7528 | 1.5703 | 0.3435 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 41 | 22 | 19 | 18 | 9 | 9 |
Losing Trades | 16 | 7 | 9 | 39 | 20 | 19 |
Profitability (%) | 71.9298 | 75.8621 | 67.8571 | 31.5789 | 31.0345 | 32.1429 |
Ratio Avg Win / Avg Loss | 0.6021 | 0.8231 | 0.4199 | 1.6311 | 3.4896 | 0.7252 |
Largest Winning Trade | 183046 | 183046 | 29029 | 183046 | 183046 | 51306 |
Largest Losing Trade | -120197 | -52921 | -120197 | -280093 | -49769 | -280093 |
Avg Bars in Trades | 84 | 97 | 70 | 84 | 97 | 70 |
Avg Bars in Winners | 51 | 62 | 39 | 137 | 172 | 102 |
Avg Bars in Losers | 167 | 208 | 135 | 59 | 63 | 55 |
Bars Traded | 4800 | 2820 | 1979 | 4800 | 2820 | 1979 |
Profit Streak | 42.2771 | 92.7771 | 42.2771 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167839 | 522286 | -598967 | -764941 | -91799 | -608777 |
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{ "first_band": { "type": "tema", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 229, "offset": 0, "poles": 3 } } }
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# | 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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