Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 988087.9415 | 864647.6435 | 123440.2981 | 762659.1152 | 477065.9688 | 285593.1464 |
Total P&L (%) | 988.0879 | 864.6476 | 123.4403 | 762.6591 | 477.066 | 285.5931 |
Avg Daily Profit (%) | 0.4267 | 0.3734 | 0.0533 | 0.0931 | 0.0757 | 0.0583 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146830 | -115358 | -262291 | -778673 | -725253 | -494001 |
Profit Factor | 1.662 | 2.1729 | 1.1634 | 1.1755 | 1.2099 | 1.1378 |
Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
Winning Trades | 104 | 48 | 56 | 104 | 48 | 56 |
Losing Trades | 192 | 100 | 92 | 192 | 100 | 92 |
Profitability (%) | 35.1351 | 32.4324 | 37.8378 | 35.1351 | 32.4324 | 37.8378 |
Ratio Avg Win / Avg Loss | 3.0682 | 4.5268 | 1.9113 | 2.1701 | 2.5206 | 1.8692 |
Largest Winning Trade | 533228 | 533228 | 58705 | 784064 | 784064 | 251496 |
Largest Losing Trade | -29481 | -22862 | -29481 | -248871 | -227673 | -248871 |
Avg Bars in Trades | 46 | 42 | 50 | 46 | 42 | 50 |
Avg Bars in Winners | 89 | 83 | 94 | 89 | 83 | 94 |
Avg Bars in Losers | 23 | 22 | 24 | 23 | 22 | 24 |
Bars Traded | 13776 | 6272 | 7504 | 13776 | 6272 | 7504 |
Profit Streak | 17.593 | 0 | 24.093 | 17.593 | 0 | 24.093 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340464 | 239730 | -165768 | -98314 | -98201 | -187298 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 26, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 26, "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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