Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1746502.5303 | 1640167.2717 | 106335.2586 | 2177081.4734 | -526572.0495 | 2703653.5228 |
Total P&L (%) | 1746.5025 | 1640.1673 | 106.3353 | 2177.0815 | -526.572 | 2703.6535 |
Avg Daily Profit (%) | 0.9452 | 0.8877 | 0.0575 | 0.1693 | 0 | 0.1806 |
Buy And Hold Return (%) | 76.3692 | 76.3692 | 76.3692 | 76.3692 | 76.3692 | 76.3692 |
Max Trade Drawdown | -73550 | -85556 | -44147 | -3960163 | -3562430 | -2066662 |
Profit Factor | 5.4153 | 8.8896 | 1.5666 | 1.1638 | 0.9295 | 1.4646 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 41.0256 | 33.3333 | 48.7179 | 41.0256 | 33.3333 | 48.7179 |
Ratio Avg Win / Avg Loss | 7.7845 | 17.7793 | 1.6491 | 1.6729 | 1.8591 | 1.5417 |
Largest Winning Trade | 1553157 | 1553157 | 63922 | 2431505 | 2431505 | 1931540 |
Largest Losing Trade | -44125 | -24327 | -44125 | -1930453 | -1184226 | -1930453 |
Avg Bars in Trades | 91 | 82 | 99 | 91 | 82 | 99 |
Avg Bars in Winners | 139 | 131 | 144 | 139 | 131 | 144 |
Avg Bars in Losers | 57 | 58 | 56 | 57 | 58 | 56 |
Bars Traded | 7108 | 3233 | 3875 | 7108 | 3233 | 3875 |
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 | -20876 | 551140 | -157430 | -73759 | -584461 | 345407 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 93 } }, "second_band": { "type": "tema", "factors": { "length": 178, "offset": 0 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 93 } }, "second_band": { "type": "tema", "factors": { "length": 178, "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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