Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 611207.652 | 366949.5092 | 244258.1428 | 5409328.5222 | 7329456.6713 | -1920128.1492 |
Total P&L (%) | 611.2077 | 366.9495 | 244.2581 | 5409.3285 | 7329.4567 | -1920.1281 |
Avg Daily Profit (%) | 0.3613 | 0.2169 | 0.1444 | 0.2373 | 0.255 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85263 | -77465 | -83604 | -10021608 | -3303549 | -9198043 |
Profit Factor | 1.7066 | 1.9129 | 1.5275 | 1.2213 | 1.7748 | 0.8718 |
Total Trades | 298 | 149 | 149 | 298 | 149 | 149 |
Winning Trades | 144 | 70 | 74 | 144 | 70 | 74 |
Losing Trades | 154 | 79 | 75 | 154 | 79 | 75 |
Profitability (%) | 48.3221 | 46.9799 | 49.6644 | 48.3221 | 46.9799 | 49.6644 |
Ratio Avg Win / Avg Loss | 1.8251 | 2.1588 | 1.5481 | 1.3061 | 2.003 | 0.8836 |
Largest Winning Trade | 77771 | 77771 | 50096 | 3383176 | 3383176 | 2783738 |
Largest Losing Trade | -34147 | -19910 | -34147 | -2856889 | -2721963 | -2856889 |
Avg Bars in Trades | 67 | 62 | 72 | 67 | 62 | 72 |
Avg Bars in Winners | 81 | 75 | 87 | 81 | 75 | 87 |
Avg Bars in Losers | 53 | 50 | 58 | 53 | 50 | 58 |
Bars Traded | 20088 | 9268 | 10820 | 20088 | 9268 | 10820 |
Profit Streak | 0 | 43.7696 | 0 | 0 | 43.7696 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488039 | 397837 | 72604 | 319155 | 414955 | -581068 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 91, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 91, "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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