Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 462074.3546 | 324680.2726 | 137394.0819 | 1600672.9812 | 2167240.3394 | -566567.3582 |
Total P&L (%) | 462.0744 | 324.6803 | 137.3941 | 1600.673 | 2167.2403 | -566.5674 |
Avg Daily Profit (%) | 0.4436 | 0.3117 | 0.1319 | 0.2724 | 0.3001 | 0 |
Buy And Hold Return (%) | 10.1866 | 10.1866 | 10.1866 | 10.1866 | 10.1866 | 10.1866 |
Max Trade Drawdown | -74295 | -42696 | -56527 | -1985393 | -857242 | -1805911 |
Profit Factor | 1.5888 | 1.9424 | 1.312 | 1.1488 | 1.5066 | 0.9126 |
Total Trades | 319 | 160 | 159 | 319 | 160 | 159 |
Winning Trades | 168 | 82 | 86 | 168 | 82 | 86 |
Losing Trades | 151 | 78 | 73 | 151 | 78 | 73 |
Profitability (%) | 52.6646 | 51.25 | 54.0881 | 52.6646 | 51.25 | 54.0881 |
Ratio Avg Win / Avg Loss | 1.428 | 1.8476 | 1.1137 | 1.0326 | 1.4331 | 0.7746 |
Largest Winning Trade | 98438 | 98438 | 38807 | 995737 | 995737 | 535408 |
Largest Losing Trade | -40394 | -17516 | -40394 | -1360472 | -319427 | -1360472 |
Avg Bars in Trades | 77 | 68 | 86 | 77 | 68 | 86 |
Avg Bars in Winners | 84 | 74 | 94 | 84 | 74 | 94 |
Avg Bars in Losers | 68 | 60 | 76 | 68 | 60 | 76 |
Bars Traded | 24563 | 10883 | 13680 | 24563 | 10883 | 13680 |
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 | 488348 | 457545 | -15969 | -46177 | 384632 | -579970 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 250, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 250, "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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