Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261357.7082 | 81375.0869 | 179982.6213 | 353355.84 | 58746.9207 | 294608.9193 |
Total P&L (%) | 261.3577 | 81.3751 | 179.9826 | 353.3558 | 58.7469 | 294.6089 |
Avg Daily Profit (%) | 0.255 | 0.0794 | 0.1756 | 0.1476 | 0.0451 | 0.134 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60995 | -87792 | -57056 | -230453 | -301217 | -133912 |
Profit Factor | 1.8228 | 1.3545 | 3.0424 | 1.4421 | 1.1021 | 2.3147 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 67.0213 | 61.7021 | 72.3404 | 67.0213 | 61.7021 | 72.3404 |
Ratio Avg Win / Avg Loss | 0.8969 | 0.8408 | 1.1633 | 0.7096 | 0.6841 | 0.885 |
Largest Winning Trade | 47096 | 47096 | 30587 | 120783 | 120783 | 92335 |
Largest Losing Trade | -47131 | -40496 | -47131 | -136589 | -136589 | -118685 |
Avg Bars in Trades | 59 | 72 | 46 | 59 | 72 | 46 |
Avg Bars in Winners | 35 | 33 | 37 | 35 | 33 | 37 |
Avg Bars in Losers | 109 | 136 | 71 | 109 | 136 | 71 |
Bars Traded | 5618 | 3414 | 2204 | 5618 | 3414 | 2204 |
Profit Streak | 0 | 92.6645 | 0 | 0 | 92.6645 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414242 | -85227 | 543260 | 216366 | -240301 | -9484 |
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{ "first_band": { "type": "tema", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 204, "offset": 154 } } }
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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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