Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 567777.2202 | 418035.9876 | 149741.2326 | 2274179.2968 | 413683.6877 | 1860495.6091 |
Total P&L (%) | 567.7772 | 418.036 | 149.7412 | 2274.1793 | 413.6837 | 1860.4956 |
Avg Daily Profit (%) | 0.3029 | 0.223 | 0.0799 | 0.1691 | 0.0874 | 0.1589 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64189 | -81554 | -82161 | -2033473 | -1637987 | -791129 |
Profit Factor | 1.9342 | 2.291 | 1.5273 | 1.2568 | 1.0772 | 1.5317 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Losing Trades | 80 | 39 | 41 | 80 | 39 | 41 |
Profitability (%) | 46.6667 | 48 | 45.3333 | 46.6667 | 48 | 45.3333 |
Ratio Avg Win / Avg Loss | 2.2105 | 2.4819 | 1.8418 | 1.4364 | 1.167 | 1.8471 |
Largest Winning Trade | 182991 | 182991 | 60063 | 1319258 | 1319258 | 872663 |
Largest Losing Trade | -26134 | -19419 | -26134 | -577114 | -577114 | -496038 |
Avg Bars in Trades | 147 | 129 | 164 | 147 | 129 | 164 |
Avg Bars in Winners | 200 | 163 | 240 | 200 | 163 | 240 |
Avg Bars in Losers | 100 | 98 | 102 | 100 | 98 | 102 |
Bars Traded | 22108 | 9739 | 12368 | 22108 | 9739 | 12368 |
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 | 434899 | -45556 | -142469 | 255017 | -269628 | -48475 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 210, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 210, "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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