Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349857.0651 | 344384.3677 | 5472.6974 | 82451.77 | 139261.369 | -56809.599 |
Total P&L (%) | 349.8571 | 344.3844 | 5.4727 | 82.4518 | 139.2614 | -56.8096 |
Avg Daily Profit (%) | 0.1906 | 0.1876 | 0.003 | 0.0328 | 0.0475 | -0.0457 |
Buy And Hold Return (%) | 97.8262 | 97.8262 | 97.8262 | 97.8262 | 97.8262 | 97.8262 |
Max Trade Drawdown | -105765 | -97810 | -66206 | -89778 | -60596 | -48751 |
Profit Factor | 1.7789 | 3.0789 | 1.0193 | 1.2706 | 2.4144 | 0.7246 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 59.375 | 59.375 | 59.375 | 59.375 | 59.375 | 59.375 |
Ratio Avg Win / Avg Loss | 1.2171 | 2.1066 | 0.6974 | 0.8693 | 1.6519 | 0.4958 |
Largest Winning Trade | 197048 | 197048 | 38787 | 76084 | 76084 | 25723 |
Largest Losing Trade | -75134 | -27369 | -75134 | -75134 | -25815 | -75134 |
Avg Bars in Trades | 80 | 74 | 86 | 80 | 74 | 86 |
Avg Bars in Winners | 78 | 76 | 79 | 78 | 76 | 79 |
Avg Bars in Losers | 83 | 71 | 96 | 83 | 71 | 96 |
Bars Traded | 5147 | 2381 | 2766 | 5147 | 2381 | 2766 |
Profit Streak | 232.1557 | 232.1557 | 323.1557 | 232.1557 | 232.1557 | 323.1557 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133701 | 464564 | -553043 | -457575 | -156685 | -578249 |
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{ "first_band": { "type": "midprice", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 180, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 180, "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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