Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 435182.1891 | 425660.981 | 9521.2082 | -35332.2552 | 217555.3993 | -252887.6545 |
Total P&L (%) | 435.1822 | 425.661 | 9.5212 | -35.3323 | 217.5554 | -252.8877 |
Avg Daily Profit (%) | 0.1903 | 0.1862 | 0.0042 | -0.0191 | 0.0506 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109913 | -143789 | -127967 | -235100 | -169084 | -253069 |
Profit Factor | 1.4179 | 1.8639 | 1.0174 | 0.9731 | 1.3663 | 0.6488 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Losing Trades | 91 | 47 | 44 | 91 | 47 | 44 |
Profitability (%) | 46.4706 | 44.7059 | 48.2353 | 46.4706 | 44.7059 | 48.2353 |
Ratio Avg Win / Avg Loss | 1.6333 | 2.3053 | 1.0918 | 1.1209 | 1.6899 | 0.6963 |
Largest Winning Trade | 268428 | 268428 | 63032 | 209631 | 209631 | 47860 |
Largest Losing Trade | -62013 | -36894 | -62013 | -100652 | -100652 | -77948 |
Avg Bars in Trades | 78 | 63 | 93 | 78 | 63 | 93 |
Avg Bars in Winners | 96 | 71 | 120 | 96 | 71 | 120 |
Avg Bars in Losers | 62 | 56 | 68 | 62 | 56 | 68 |
Bars Traded | 13313 | 5357 | 7955 | 13313 | 5357 | 7955 |
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 | 322994 | 311575 | -555479 | -579593 | -126189 | -581791 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 205, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 205, "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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