Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239137.5177 | 154789.0261 | 84348.4916 | -63731.6748 | 14736.1727 | -78467.8475 |
Total P&L (%) | 239.1375 | 154.789 | 84.3485 | -63.7317 | 14.7362 | -78.4678 |
Avg Daily Profit (%) | 0.2296 | 0.1486 | 0.081 | -0.0973 | 0.0132 | -0.1473 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172337 | -69567 | -128413 | -143372 | -41737 | -118733 |
Profit Factor | 1.2673 | 1.3746 | 1.1752 | 0.7745 | 1.1475 | 0.5706 |
Total Trades | 349 | 174 | 175 | 349 | 174 | 175 |
Winning Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Losing Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Profitability (%) | 69.0544 | 68.9655 | 69.1429 | 69.0544 | 68.9655 | 69.1429 |
Ratio Avg Win / Avg Loss | 0.5679 | 0.6186 | 0.5244 | 0.3471 | 0.5164 | 0.2546 |
Largest Winning Trade | 43700 | 34636 | 43700 | 19643 | 19643 | 10212 |
Largest Losing Trade | -95315 | -43804 | -95315 | -65284 | -26249 | -65284 |
Avg Bars in Trades | 70 | 66 | 74 | 70 | 66 | 74 |
Avg Bars in Winners | 47 | 43 | 51 | 47 | 43 | 51 |
Avg Bars in Losers | 122 | 116 | 128 | 122 | 116 | 128 |
Bars Traded | 24646 | 11541 | 13105 | 24646 | 11541 | 13105 |
Profit Streak | 9.1511 | 15.3178 | 9.1511 | 9.1511 | 15.3178 | 9.1511 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431143 | 305913 | -110412 | -574892 | -249246 | -576821 |
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{ "first_band": { "type": "tema", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 103, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 103, "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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