Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2395673.6072 | 2163284.1695 | 232389.4378 | 105791200.858 | 40174197.4544 | 65617003.4036 |
Total P&L (%) | 2395.6736 | 2163.2842 | 232.3894 | 105791.2009 | 40174.1975 | 65617.0034 |
Avg Daily Profit (%) | 1.0585 | 0.9558 | 0.1027 | 0.3082 | 0.2654 | 0.2871 |
Buy And Hold Return (%) | 368.0495 | 368.0495 | 368.0495 | 368.0495 | 368.0495 | 368.0495 |
Max Trade Drawdown | -135525 | -64695 | -70829 | -59659053 | -31970281 | -45278274 |
Profit Factor | 7.0476 | 10.7564 | 2.3325 | 1.6145 | 1.4506 | 1.7907 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 54.0984 | 51.6129 | 56.6667 | 54.0984 | 51.6129 | 56.6667 |
Ratio Avg Win / Avg Loss | 5.9798 | 10.0841 | 1.7837 | 1.3699 | 1.3599 | 1.3694 |
Largest Winning Trade | 996196 | 996196 | 64418 | 42106895 | 35089311 | 42106895 |
Largest Losing Trade | -44532 | -44532 | -36337 | -25824050 | -24747158 | -25824050 |
Avg Bars in Trades | 138 | 117 | 159 | 138 | 117 | 159 |
Avg Bars in Winners | 179 | 152 | 204 | 179 | 152 | 204 |
Avg Bars in Losers | 90 | 80 | 101 | 90 | 80 | 101 |
Bars Traded | 8432 | 3639 | 4793 | 8432 | 3639 | 4793 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143877 | 765016 | -216418 | -154560 | 351707 | 427821 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 126, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 126, "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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