Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2211004.284 | 2099307.3744 | 111696.9096 | 2148005.5927 | 234412.5716 | 1913593.0211 |
Total P&L (%) | 2211.0043 | 2099.3074 | 111.6969 | 2148.0056 | 234.4126 | 1913.593 |
Avg Daily Profit (%) | 1.1933 | 1.133 | 0.0603 | 0.1681 | 0.0652 | 0.1622 |
Buy And Hold Return (%) | 39.075 | 39.075 | 39.075 | 39.075 | 39.075 | 39.075 |
Max Trade Drawdown | -97240 | -93038 | -41134 | -2112547 | -2106142 | -923052 |
Profit Factor | 5.5668 | 8.4768 | 1.5492 | 1.2352 | 1.041 | 1.5591 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 41.9753 | 34.1463 | 50 | 41.9753 | 34.1463 | 50 |
Ratio Avg Win / Avg Loss | 7.6953 | 16.348 | 1.5492 | 1.7074 | 2.0077 | 1.5591 |
Largest Winning Trade | 2031606 | 2031606 | 63307 | 2031606 | 2031606 | 931214 |
Largest Losing Trade | -28199 | -28199 | -25866 | -754113 | -754113 | -589877 |
Avg Bars in Trades | 126 | 109 | 145 | 126 | 109 | 145 |
Avg Bars in Winners | 185 | 156 | 205 | 185 | 156 | 205 |
Avg Bars in Losers | 84 | 84 | 84 | 84 | 84 | 84 |
Bars Traded | 10269 | 4469 | 5800 | 10269 | 4469 | 5800 |
Profit Streak | 0 | 0 | 323.2211 | 0 | 0 | 323.2211 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 83508 | 570735 | -111952 | -10834 | -286975 | 413549 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 123, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 123, "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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