Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 444494.9163 | 549200.5232 | -104705.6069 | -389411.5223 | 1884657.9089 | -2274069.4312 |
Total P&L (%) | 444.4949 | 549.2005 | -104.7056 | -389.4115 | 1884.6579 | -2274.0694 |
Avg Daily Profit (%) | 0.243 | 0.3003 | -0.0572 | 0 | 0.1635 | 0 |
Buy And Hold Return (%) | 866.3312 | 866.3312 | 866.3312 | 866.3312 | 866.3312 | 866.3312 |
Max Trade Drawdown | -260448 | -107814 | -202974 | -2989858 | -450220 | -2909917 |
Profit Factor | 1.6523 | 3.3526 | 0.7663 | 0.9126 | 2.8223 | 0.3353 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 35 | 19 | 16 | 46 | 26 | 20 |
Losing Trades | 46 | 22 | 24 | 35 | 15 | 20 |
Profitability (%) | 43.2099 | 46.3415 | 40 | 56.7901 | 63.4146 | 50 |
Ratio Avg Win / Avg Loss | 2.1716 | 3.8819 | 1.1494 | 0.6944 | 1.6283 | 0.3353 |
Largest Winning Trade | 238642 | 238642 | 70717 | 1688789 | 1688789 | 307282 |
Largest Losing Trade | -135493 | -38130 | -135493 | -1430868 | -241831 | -1430868 |
Avg Bars in Trades | 42 | 28 | 56 | 42 | 28 | 56 |
Avg Bars in Winners | 66 | 43 | 93 | 24 | 21 | 28 |
Avg Bars in Losers | 24 | 15 | 32 | 65 | 40 | 84 |
Bars Traded | 3435 | 1169 | 2266 | 3435 | 1169 | 2266 |
Profit Streak | 0 | 0 | 13.3352 | 7.8352 | 8.3352 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -173577 | -151581 | -582367 | -595499 | 364266 | -580749 |
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{ "first_band": { "type": "tema", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 7, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 7, "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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