Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 199139.9815 | 109663.7023 | 89476.2793 | 335314.6047 | 207227.0102 | 128087.5944 |
Total P&L (%) | 199.14 | 109.6637 | 89.4763 | 335.3146 | 207.227 | 128.0876 |
Avg Daily Profit (%) | 0.7647 | 0.4211 | 0.3436 | 0.5664 | 0.4319 | 0.3171 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65350 | -42681 | -29908 | -106492 | -68234 | -49401 |
Profit Factor | 1.5363 | 1.5959 | 1.4777 | 1.4953 | 1.6294 | 1.3683 |
Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Winning Trades | 104 | 51 | 53 | 104 | 51 | 53 |
Losing Trades | 117 | 60 | 57 | 117 | 60 | 57 |
Profitability (%) | 47.0588 | 45.9459 | 48.1818 | 47.0588 | 45.9459 | 48.1818 |
Ratio Avg Win / Avg Loss | 1.7283 | 1.8775 | 1.5892 | 1.6822 | 1.9169 | 1.4716 |
Largest Winning Trade | 61948 | 61948 | 19979 | 149542 | 149542 | 52631 |
Largest Losing Trade | -14400 | -14400 | -13720 | -34159 | -24634 | -34159 |
Avg Bars in Trades | 111 | 106 | 116 | 111 | 106 | 116 |
Avg Bars in Winners | 152 | 135 | 168 | 152 | 135 | 168 |
Avg Bars in Losers | 75 | 82 | 67 | 75 | 82 | 67 |
Bars Traded | 24675 | 11859 | 12816 | 24675 | 11859 | 12816 |
Profit Streak | 3.6398 | 4.6398 | 0 | 3.6398 | 4.6398 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 473426 | 347798 | 315545 | 403398 | 354081 | 243332 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 123, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 123, "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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