Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1091723.5698 | 952284.4808 | 139439.0889 | 9768205.6373 | 4859362.0268 | 4908843.6105 |
Total P&L (%) | 1091.7236 | 952.2845 | 139.4391 | 9768.2056 | 4859.362 | 4908.8436 |
Avg Daily Profit (%) | 0.6043 | 0.5271 | 0.0772 | 0.2545 | 0.2163 | 0.2169 |
Buy And Hold Return (%) | 406.1016 | 406.1016 | 406.1016 | 406.1016 | 406.1016 | 406.1016 |
Max Trade Drawdown | -137321 | -63525 | -88733 | -5072952 | -3112316 | -3520329 |
Profit Factor | 2.6828 | 3.7897 | 1.4536 | 1.5617 | 1.4898 | 1.657 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 49 | 46 | 52 | 49 | 46 | 52 |
Ratio Avg Win / Avg Loss | 2.7923 | 4.4488 | 1.3418 | 1.6254 | 1.749 | 1.5296 |
Largest Winning Trade | 327799 | 327799 | 78758 | 3562383 | 2278880 | 3562383 |
Largest Losing Trade | -50214 | -33941 | -50214 | -2500997 | -1742154 | -2500997 |
Avg Bars in Trades | 106 | 95 | 116 | 106 | 95 | 116 |
Avg Bars in Winners | 145 | 133 | 155 | 145 | 133 | 155 |
Avg Bars in Losers | 68 | 62 | 75 | 68 | 62 | 75 |
Bars Traded | 10605 | 4762 | 5843 | 10605 | 4762 | 5843 |
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 | 471621 | -168458 | -434441 | 402303 | -171078 | -168475 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 119, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 119, "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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