Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 704186.9646 | 700018.082 | 4168.8826 | 434250.0333 | 530781.6031 | -96531.5698 |
Total P&L (%) | 704.187 | 700.0181 | 4.1689 | 434.25 | 530.7816 | -96.5316 |
Avg Daily Profit (%) | 0.3898 | 0.3875 | 0.0023 | 0.0928 | 0.102 | -0.1859 |
Buy And Hold Return (%) | 277.5372 | 277.5372 | 277.5372 | 277.5372 | 277.5372 | 277.5372 |
Max Trade Drawdown | -103573 | -65492 | -60127 | -707755 | -593638 | -302323 |
Profit Factor | 2.1438 | 3.4 | 1.0129 | 1.1725 | 1.4274 | 0.9243 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 42.1053 | 42.1053 | 42.1053 | 42.1053 | 42.1053 | 42.1053 |
Ratio Avg Win / Avg Loss | 2.9477 | 4.675 | 1.3927 | 1.6122 | 1.9627 | 1.271 |
Largest Winning Trade | 292333 | 292333 | 76334 | 527675 | 527675 | 306800 |
Largest Losing Trade | -39513 | -39513 | -35230 | -217345 | -217345 | -210769 |
Avg Bars in Trades | 139 | 120 | 157 | 139 | 120 | 157 |
Avg Bars in Winners | 212 | 198 | 226 | 212 | 198 | 226 |
Avg Bars in Losers | 85 | 64 | 107 | 85 | 64 | 107 |
Bars Traded | 10584 | 4588 | 5996 | 10584 | 4588 | 5996 |
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 | -46632 | 343776 | -564937 | -165398 | -64938 | -582168 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 94, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 94, "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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