Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165036.3334 | 79176.9474 | 85859.386 | 251932.3038 | 80159.5424 | 171772.7615 |
Total P&L (%) | 165.0363 | 79.1769 | 85.8594 | 251.9323 | 80.1595 | 171.7728 |
Avg Daily Profit (%) | 0.2493 | 0.1196 | 0.1297 | 0.1902 | 0.089 | 0.1511 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24048 | -41086 | -21861 | -82204 | -130792 | -32084 |
Profit Factor | 1.6635 | 1.6454 | 1.681 | 1.5324 | 1.3112 | 1.7967 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Profitability (%) | 40.9836 | 39.3443 | 42.623 | 40.9836 | 39.3443 | 42.623 |
Ratio Avg Win / Avg Loss | 2.3954 | 2.5367 | 2.2629 | 2.2067 | 2.0214 | 2.4187 |
Largest Winning Trade | 57498 | 57498 | 32021 | 75415 | 75415 | 50396 |
Largest Losing Trade | -10281 | -8200 | -10281 | -20848 | -20848 | -15799 |
Avg Bars in Trades | 125 | 121 | 129 | 125 | 121 | 129 |
Avg Bars in Winners | 219 | 206 | 230 | 219 | 206 | 230 |
Avg Bars in Losers | 60 | 66 | 53 | 60 | 66 | 53 |
Bars Traded | 15305 | 7429 | 7876 | 15305 | 7429 | 7876 |
Profit Streak | 402.3324 | 405.6657 | 0 | 402.3324 | 405.6657 | 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 | 305117 | -195876 | -181660 | 267672 | -238577 | -154336 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 84, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 84, "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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