Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 898629.082 | 594928.2506 | 303700.8313 | 11408398.4838 | 4734689.3006 | 6673709.1832 |
Total P&L (%) | 898.6291 | 594.9283 | 303.7008 | 11408.3985 | 4734.6893 | 6673.7092 |
Avg Daily Profit (%) | 0.5113 | 0.3385 | 0.1728 | 0.2704 | 0.2209 | 0.2402 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56959 | -68164 | -30404 | -4230423 | -4639715 | -2582778 |
Profit Factor | 2.7261 | 2.8786 | 2.4893 | 1.6747 | 1.5043 | 1.8875 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 55 | 20 | 35 | 55 | 20 | 35 |
Losing Trades | 58 | 37 | 21 | 58 | 37 | 21 |
Profitability (%) | 48.6726 | 35.0877 | 62.5 | 48.6726 | 35.0877 | 62.5 |
Ratio Avg Win / Avg Loss | 2.8748 | 5.3254 | 1.4936 | 1.7661 | 2.783 | 1.1325 |
Largest Winning Trade | 311446 | 311446 | 52072 | 4146131 | 4146131 | 2165145 |
Largest Losing Trade | -24219 | -21533 | -24219 | -2582778 | -1622393 | -2582778 |
Avg Bars in Trades | 30 | 25 | 35 | 30 | 25 | 35 |
Avg Bars in Winners | 48 | 47 | 48 | 48 | 47 | 48 |
Avg Bars in Losers | 13 | 13 | 14 | 13 | 13 | 14 |
Bars Traded | 3453 | 1449 | 2004 | 3453 | 1449 | 2004 |
Profit Streak | 19.626 | 19.626 | 30.626 | 19.626 | 19.626 | 30.626 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 602965 | -170580 | -166872 | 455791 | -174637 | -167041 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 17, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 17, "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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