Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 863633.3114 | 772489.7291 | 91143.5823 | 3742951.1186 | 2365593.6285 | 1377357.4901 |
Total P&L (%) | 863.6333 | 772.4897 | 91.1436 | 3742.9511 | 2365.5936 | 1377.3575 |
Avg Daily Profit (%) | 0.4676 | 0.4182 | 0.0493 | 0.1977 | 0.1737 | 0.1459 |
Buy And Hold Return (%) | 212.6467 | 212.6467 | 212.6467 | 212.6467 | 212.6467 | 212.6467 |
Max Trade Drawdown | -66366 | -41135 | -90932 | -1530957 | -1163629 | -1241603 |
Profit Factor | 2.6205 | 4.2242 | 1.3107 | 1.4549 | 1.5635 | 1.3418 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Profitability (%) | 47.1264 | 38.6364 | 55.814 | 47.1264 | 38.6364 | 55.814 |
Ratio Avg Win / Avg Loss | 2.9401 | 6.7091 | 1.0376 | 1.6324 | 2.4833 | 1.0623 |
Largest Winning Trade | 360574 | 360574 | 76463 | 2287813 | 1599192 | 2287813 |
Largest Losing Trade | -39248 | -23490 | -39248 | -975863 | -846008 | -975863 |
Avg Bars in Trades | 40 | 40 | 40 | 40 | 40 | 40 |
Avg Bars in Winners | 66 | 78 | 57 | 66 | 78 | 57 |
Avg Bars in Losers | 17 | 15 | 19 | 17 | 15 | 19 |
Bars Traded | 3514 | 1761 | 1753 | 3514 | 1761 | 1753 |
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 | 441710 | 367908 | -291834 | 333904 | 225269 | 105900 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 65 } }, "second_band": { "type": "tema", "factors": { "length": 19, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 65 } }, "second_band": { "type": "tema", "factors": { "length": 19, "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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