Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512577.8647 | 532381.3366 | -19803.4719 | 266753.9883 | 880589.3374 | -613835.3491 |
Total P&L (%) | 512.5779 | 532.3813 | -19.8035 | 266.754 | 880.5893 | -613.8353 |
Avg Daily Profit (%) | 0.283 | 0.2939 | -0.0109 | 0.0718 | 0.1261 | 0 |
Buy And Hold Return (%) | 154.9438 | 154.9438 | 154.9438 | 154.9438 | 154.9438 | 154.9438 |
Max Trade Drawdown | -138659 | -72551 | -121991 | -786494 | -369582 | -742822 |
Profit Factor | 1.7935 | 2.9765 | 0.9474 | 1.1158 | 1.947 | 0.5535 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Profitability (%) | 37.234 | 40.4255 | 34.0426 | 37.234 | 40.4255 | 34.0426 |
Ratio Avg Win / Avg Loss | 3.0234 | 4.3865 | 1.8356 | 1.8808 | 2.8692 | 1.0723 |
Largest Winning Trade | 200540 | 200540 | 68462 | 557898 | 557898 | 130700 |
Largest Losing Trade | -32424 | -26253 | -32424 | -210599 | -115791 | -210599 |
Avg Bars in Trades | 111 | 95 | 128 | 111 | 95 | 128 |
Avg Bars in Winners | 232 | 193 | 278 | 232 | 193 | 278 |
Avg Bars in Losers | 40 | 28 | 50 | 40 | 28 | 50 |
Bars Traded | 10499 | 4481 | 6018 | 10499 | 4481 | 6018 |
Profit Streak | 18.6806 | 42.1806 | 0 | 18.6806 | 42.1806 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 185723 | 313572 | -584124 | -202100 | -24502 | -585235 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 40, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 40, "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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