Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3616.0842 | 109570.4296 | -105954.3454 | 57906.18 | 1357933.1827 | -1300027.0027 |
Total P&L (%) | 3.6161 | 109.5704 | -105.9543 | 57.9062 | 1357.9332 | -1300.027 |
Avg Daily Profit (%) | 0.0023 | 0.0685 | -0.0662 | 0.0286 | 0.1676 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -230245 | -128265 | -221145 | -3392895 | -1446197 | -2428613 |
Profit Factor | 1.0042 | 1.3184 | 0.7951 | 1.0107 | 1.5845 | 0.5767 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 64 | 29 | 35 | 54 | 26 | 28 |
Losing Trades | 32 | 19 | 13 | 42 | 22 | 20 |
Profitability (%) | 66.6667 | 60.4167 | 72.9167 | 56.25 | 54.1667 | 58.3333 |
Ratio Avg Win / Avg Loss | 0.5021 | 0.8638 | 0.2953 | 0.7861 | 1.3407 | 0.4119 |
Largest Winning Trade | 62130 | 62130 | 42970 | 1168470 | 1168470 | 1070934 |
Largest Losing Trade | -221145 | -66814 | -221145 | -673607 | -600731 | -673607 |
Avg Bars in Trades | 48 | 55 | 42 | 48 | 55 | 42 |
Avg Bars in Winners | 29 | 31 | 28 | 36 | 43 | 30 |
Avg Bars in Losers | 87 | 92 | 79 | 64 | 69 | 59 |
Bars Traded | 4699 | 2655 | 2044 | 4699 | 2655 | 2044 |
Profit Streak | 60.1416 | 60.1416 | 73.1416 | 60.1416 | 60.1416 | 73.1416 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -569000 | -100551 | -576752 | -363407 | 402804 | -578642 |
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{ "first_band": { "type": "tema", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 69, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 69, "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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