Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277268.2379 | 337338.7677 | -60070.5298 | -51962.982 | 105180.8995 | -157143.8816 |
Total P&L (%) | 277.2682 | 337.3388 | -60.0705 | -51.963 | 105.1809 | -157.1439 |
Avg Daily Profit (%) | 0.1476 | 0.1796 | -0.032 | -0.039 | 0.0383 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -218931 | -73487 | -189969 | -150892 | -43498 | -141369 |
Profit Factor | 1.3774 | 2.1993 | 0.8675 | 0.8619 | 1.9145 | 0.3986 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 40.9091 | 40.9091 | 40.9091 | 40.9091 | 40.9091 | 40.9091 |
Ratio Avg Win / Avg Loss | 1.9895 | 3.1768 | 1.2531 | 1.245 | 2.7654 | 0.5757 |
Largest Winning Trade | 202578 | 202578 | 60268 | 104069 | 104069 | 20737 |
Largest Losing Trade | -49820 | -29445 | -49820 | -46825 | -14643 | -46825 |
Avg Bars in Trades | 81 | 66 | 96 | 81 | 66 | 96 |
Avg Bars in Winners | 141 | 112 | 169 | 141 | 112 | 169 |
Avg Bars in Losers | 39 | 33 | 45 | 39 | 33 | 45 |
Bars Traded | 7154 | 2907 | 4247 | 7154 | 2907 | 4247 |
Profit Streak | 128.1647 | 128.1647 | 136.9147 | 128.1647 | 128.1647 | 136.9147 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 135563 | 313991 | -581627 | -581060 | -141043 | -583294 |
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{ "first_band": { "type": "midprice", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 47, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 47, "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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