Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1061517.671 | 891364.4049 | 170153.266 | 1672498.0135 | 590606.9893 | 1081891.0242 |
Total P&L (%) | 1061.5177 | 891.3644 | 170.1533 | 1672.498 | 590.607 | 1081.891 |
Avg Daily Profit (%) | 0.5716 | 0.4799 | 0.0916 | 0.1549 | 0.1041 | 0.1331 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94770 | -61228 | -63862 | -2153473 | -1735752 | -1115805 |
Profit Factor | 2.7394 | 3.5945 | 1.6379 | 1.1806 | 1.1051 | 1.2971 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 45.977 | 45.4545 | 46.5116 | 45.977 | 45.4545 | 46.5116 |
Ratio Avg Win / Avg Loss | 3.2188 | 4.3134 | 1.8836 | 1.3872 | 1.3261 | 1.4916 |
Largest Winning Trade | 680204 | 680204 | 66120 | 1327305 | 1327305 | 784464 |
Largest Losing Trade | -63862 | -30908 | -63862 | -1129084 | -1129084 | -880624 |
Avg Bars in Trades | 81 | 65 | 98 | 81 | 65 | 98 |
Avg Bars in Winners | 113 | 81 | 145 | 113 | 81 | 145 |
Avg Bars in Losers | 55 | 52 | 58 | 55 | 52 | 58 |
Bars Traded | 7124 | 2870 | 4254 | 7124 | 2870 | 4254 |
Profit Streak | 11.4153 | 11.4153 | 26.9153 | 11.4153 | 11.4153 | 26.9153 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 583163 | 580281 | -68314 | -14470 | -159587 | -15668 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 124, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 124, "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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