Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 423662.0016 | 324751.2645 | 98910.7371 | -44379.6159 | 26421.5452 | -70801.1612 |
Total P&L (%) | 423.662 | 324.7513 | 98.9107 | -44.3796 | 26.4215 | -70.8012 |
Avg Daily Profit (%) | 0.2662 | 0.2041 | 0.0621 | -0.0369 | 0.0147 | -0.0773 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125308 | -81407 | -85276 | -254439 | -164087 | -168708 |
Profit Factor | 1.7545 | 2.2494 | 1.328 | 0.9344 | 1.0851 | 0.8068 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Profitability (%) | 44.4444 | 35.5556 | 53.3333 | 44.4444 | 35.5556 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.1931 | 4.077 | 1.162 | 1.168 | 1.9667 | 0.7059 |
Largest Winning Trade | 299954 | 299954 | 72074 | 102755 | 102755 | 50906 |
Largest Losing Trade | -92406 | -41208 | -92406 | -96922 | -76435 | -96922 |
Avg Bars in Trades | 33 | 33 | 32 | 33 | 33 | 32 |
Avg Bars in Winners | 42 | 37 | 45 | 42 | 37 | 45 |
Avg Bars in Losers | 26 | 31 | 18 | 26 | 31 | 18 |
Bars Traded | 3008 | 1524 | 1483 | 3008 | 1524 | 1483 |
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 | 345348 | 229892 | -109188 | -581031 | -307957 | -580279 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 161, "offset": 0 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 161, "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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