Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 713701.429 | 552170.6602 | 161530.7688 | 1919441.6983 | 220219.019 | 1699222.6793 |
Total P&L (%) | 713.7014 | 552.1707 | 161.5308 | 1919.4417 | 220.219 | 1699.2227 |
Avg Daily Profit (%) | 0.2854 | 0.2208 | 0.0646 | 0.1203 | 0.0466 | 0.1156 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81690 | -84836 | -85595 | -930053 | -1200817 | -485478 |
Profit Factor | 2.3651 | 2.8432 | 1.7236 | 1.5395 | 1.0895 | 2.5477 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 57.8313 | 52.381 | 63.4146 | 57.8313 | 52.381 | 63.4146 |
Ratio Avg Win / Avg Loss | 1.7246 | 2.5847 | 0.9944 | 1.1226 | 0.9905 | 1.4698 |
Largest Winning Trade | 329774 | 329774 | 48194 | 1122769 | 1122769 | 876773 |
Largest Losing Trade | -45574 | -45574 | -43598 | -800436 | -800436 | -485478 |
Avg Bars in Trades | 86 | 66 | 107 | 86 | 66 | 107 |
Avg Bars in Winners | 96 | 60 | 127 | 96 | 60 | 127 |
Avg Bars in Losers | 73 | 74 | 73 | 73 | 74 | 73 |
Bars Traded | 7219 | 2807 | 4412 | 7219 | 2807 | 4412 |
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 | 468364 | 503816 | -104415 | -30763 | -254102 | -32691 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 179, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 179, "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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