Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 786984.0131 | 704367.8645 | 82616.1486 | 1905733.4391 | 314470.1186 | 1591263.3205 |
Total P&L (%) | 786.984 | 704.3679 | 82.6161 | 1905.7334 | 314.4701 | 1591.2633 |
Avg Daily Profit (%) | 0.3323 | 0.2974 | 0.0349 | 0.1267 | 0.0601 | 0.1195 |
Buy And Hold Return (%) | 421.9858 | 421.9858 | 421.9858 | 421.9858 | 421.9858 | 421.9858 |
Max Trade Drawdown | -102572 | -114241 | -95251 | -1669723 | -2026315 | -1050559 |
Profit Factor | 2.3478 | 3.2874 | 1.2994 | 1.284 | 1.0716 | 1.6869 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 60.396 | 64.7059 | 56 | 60.396 | 64.7059 | 56 |
Ratio Avg Win / Avg Loss | 1.5396 | 1.7931 | 1.0209 | 0.842 | 0.5845 | 1.3254 |
Largest Winning Trade | 285791 | 285791 | 55720 | 1310985 | 1310985 | 837522 |
Largest Losing Trade | -80790 | -37673 | -80790 | -614891 | -614891 | -480425 |
Avg Bars in Trades | 91 | 74 | 108 | 91 | 74 | 108 |
Avg Bars in Winners | 83 | 63 | 105 | 83 | 63 | 105 |
Avg Bars in Losers | 103 | 93 | 112 | 103 | 93 | 112 |
Bars Traded | 9214 | 3783 | 5431 | 9214 | 3783 | 5431 |
Profit Streak | 10.5607 | 10.5607 | 80.3107 | 10.5607 | 10.5607 | 80.3107 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308343 | -171437 | -490305 | -24190 | -599482 | -211729 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 215, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 215, "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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