Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1679661.1992 | 1672723.0305 | 6938.1687 | 175287.5931 | 504717.3207 | -329429.7276 |
Total P&L (%) | 1679.6612 | 1672.723 | 6.9382 | 175.2876 | 504.7173 | -329.4297 |
Avg Daily Profit (%) | 0.909 | 0.9053 | 0.0038 | 0.0548 | 0.0974 | 0 |
Buy And Hold Return (%) | 50.0451 | 50.0451 | 50.0451 | 50.0451 | 50.0451 | 50.0451 |
Max Trade Drawdown | -144305 | -119723 | -60464 | -2110246 | -1952281 | -877623 |
Profit Factor | 3.9292 | 5.8596 | 1.0303 | 1.0255 | 1.119 | 0.8749 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 37.931 | 31.8182 | 44.186 | 37.931 | 31.8182 | 44.186 |
Ratio Avg Win / Avg Loss | 6.4295 | 12.5563 | 1.3014 | 1.6781 | 2.3979 | 1.1051 |
Largest Winning Trade | 1646483 | 1646483 | 59723 | 1848642 | 1848642 | 770761 |
Largest Losing Trade | -36922 | -36922 | -30889 | -704240 | -704240 | -605727 |
Avg Bars in Trades | 81 | 84 | 79 | 81 | 84 | 79 |
Avg Bars in Winners | 122 | 137 | 111 | 122 | 137 | 111 |
Avg Bars in Losers | 57 | 59 | 54 | 57 | 59 | 54 |
Bars Traded | 7123 | 3703 | 3420 | 7123 | 3703 | 3420 |
Profit Streak | 29.5817 | 30.3317 | 29.5817 | 29.5817 | 30.3317 | 29.5817 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 621894 | 564211 | -542478 | -316736 | -156958 | -580781 |
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{ "first_band": { "type": "tema", "factors": { "length": 30, "offset": 174 } }, "second_band": { "type": "midprice", "factors": { "length": 177, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 30, "offset": 174 } }, "second_band": { "type": "midprice", "factors": { "length": 177, "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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