Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263701.3658 | 124847.8109 | 138853.5549 | -222574.1678 | -38313.8413 | -184260.3265 |
Total P&L (%) | 263.7014 | 124.8478 | 138.8536 | -222.5742 | -38.3138 | -184.2603 |
Avg Daily Profit (%) | 0.1648 | 0.078 | 0.0868 | 0 | -0.0302 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155775 | -69256 | -149115 | -416735 | -120884 | -346066 |
Profit Factor | 1.5058 | 1.5785 | 1.4544 | 0.7488 | 0.891 | 0.6552 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 69 | 32 | 37 | 53 | 27 | 26 |
Losing Trades | 36 | 20 | 16 | 52 | 25 | 27 |
Profitability (%) | 65.7143 | 61.5385 | 69.8113 | 50.4762 | 51.9231 | 49.0566 |
Ratio Avg Win / Avg Loss | 0.7856 | 0.9866 | 0.629 | 0.7347 | 0.825 | 0.6804 |
Largest Winning Trade | 42639 | 33204 | 42639 | 53083 | 42548 | 53083 |
Largest Losing Trade | -114795 | -52125 | -114795 | -196749 | -96374 | -196749 |
Avg Bars in Trades | 43 | 43 | 42 | 43 | 43 | 42 |
Avg Bars in Winners | 33 | 29 | 36 | 36 | 37 | 34 |
Avg Bars in Losers | 61 | 66 | 56 | 50 | 49 | 50 |
Bars Traded | 4528 | 2268 | 2260 | 4528 | 2268 | 2260 |
Profit Streak | 90.23 | 128.8966 | 90.23 | 0 | 0 | 0 |
Trades During Streak | 6 | 5 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388812 | -265809 | -253883 | -580436 | -760584 | -761200 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 23, "offset": 69 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 23, "offset": 69 } } }
# | 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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