Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 575993.8521 | 517435.1909 | 58558.6612 | 88948.0713 | 415478.8677 | -326530.7964 |
Total P&L (%) | 575.9939 | 517.4352 | 58.5587 | 88.9481 | 415.4789 | -326.5308 |
Avg Daily Profit (%) | 0.2389 | 0.2146 | 0.0243 | 0.0264 | 0.0681 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189693 | -143780 | -133831 | -1051441 | -419388 | -741186 |
Profit Factor | 1.8997 | 2.6645 | 1.1778 | 1.0467 | 1.5276 | 0.7076 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 44.7368 | 47.3684 | 42.1053 | 44.7368 | 47.3684 | 42.1053 |
Ratio Avg Win / Avg Loss | 2.3467 | 2.9605 | 1.6195 | 1.293 | 1.6973 | 0.9729 |
Largest Winning Trade | 406461 | 406461 | 61677 | 679482 | 679482 | 229138 |
Largest Losing Trade | -66520 | -36825 | -66520 | -494345 | -144800 | -494345 |
Avg Bars in Trades | 91 | 73 | 108 | 91 | 73 | 108 |
Avg Bars in Winners | 92 | 60 | 128 | 92 | 60 | 128 |
Avg Bars in Losers | 90 | 85 | 94 | 90 | 85 | 94 |
Bars Traded | 6935 | 2806 | 4129 | 6935 | 2806 | 4129 |
Profit Streak | 1.8014 | 0 | 15.1347 | 1.8014 | 0 | 15.1347 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -46099 | 440462 | -187491 | -384826 | -100496 | -583249 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 146, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 146, "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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