Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1121511.4364 | 1104268.1649 | 17243.2715 | -38549.5763 | 34681.73 | -73231.3062 |
Total P&L (%) | 1121.5114 | 1104.2682 | 17.2433 | -38.5496 | 34.6817 | -73.2313 |
Avg Daily Profit (%) | 0.6017 | 0.5924 | 0.0093 | -0.0261 | 0.016 | -0.0707 |
Buy And Hold Return (%) | 48.7919 | 48.7919 | 48.7919 | 48.7919 | 48.7919 | 48.7919 |
Max Trade Drawdown | -159219 | -73777 | -161466 | -330727 | -108520 | -239963 |
Profit Factor | 2.6118 | 5.6577 | 1.0376 | 0.9559 | 1.1087 | 0.868 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 47.5 | 47.5 | 47.5 | 47.5 | 47.5 | 47.5 |
Ratio Avg Win / Avg Loss | 2.8867 | 6.2532 | 1.1468 | 1.0565 | 1.2254 | 0.9594 |
Largest Winning Trade | 878595 | 878595 | 74293 | 101833 | 64713 | 101833 |
Largest Losing Trade | -97115 | -32208 | -97115 | -137233 | -61823 | -137233 |
Avg Bars in Trades | 67 | 64 | 70 | 67 | 64 | 70 |
Avg Bars in Winners | 99 | 93 | 104 | 99 | 93 | 104 |
Avg Bars in Losers | 39 | 38 | 40 | 39 | 38 | 40 |
Bars Traded | 5416 | 2578 | 2838 | 5416 | 2578 | 2838 |
Profit Streak | 17.6337 | 37.967 | 0 | 17.6337 | 37.967 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -7731 | 693727 | -526372 | -603294 | -438598 | -581722 |
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{ "first_band": { "type": "tema", "factors": { "length": 33, "offset": 79 } }, "second_band": { "type": "jma", "factors": { "length": 137, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 33, "offset": 79 } }, "second_band": { "type": "jma", "factors": { "length": 137, "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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