Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2802672.7862 | 2578627.2116 | 224045.5746 | 14593314.2712 | -9729986.2926 | 24323300.5638 |
Total P&L (%) | 2802.6728 | 2578.6272 | 224.0456 | 14593.3143 | -9729.9863 | 24323.3006 |
Avg Daily Profit (%) | 1.2138 | 1.1168 | 0.097 | 0.2163 | 0 | 0.2384 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125043 | -86413 | -74934 | -55199681 | -42759702 | -22743708 |
Profit Factor | 5.5944 | 7.9233 | 1.9431 | 1.1137 | 0.8811 | 1.5227 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 40.8451 | 33.3333 | 48.5714 | 40.8451 | 33.3333 | 48.5714 |
Ratio Avg Win / Avg Loss | 8.1023 | 15.8466 | 2.0574 | 1.6129 | 1.7623 | 1.6123 |
Largest Winning Trade | 2202749 | 2202749 | 69233 | 23313550 | 23313550 | 17568314 |
Largest Losing Trade | -32852 | -32852 | -29094 | -18359819 | -18359819 | -8995417 |
Avg Bars in Trades | 94 | 92 | 95 | 94 | 92 | 95 |
Avg Bars in Winners | 156 | 170 | 146 | 156 | 170 | 146 |
Avg Bars in Losers | 51 | 54 | 47 | 51 | 54 | 47 |
Bars Traded | 6698 | 3347 | 3351 | 6698 | 3347 | 3351 |
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 | -73081 | 557482 | -60306 | -181042 | -584483 | 372848 |
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{ "first_band": { "type": "t3", "factors": { "length": 84, "offset": 0, "a": 0.6746 } }, "second_band": { "type": "tema", "factors": { "length": 58, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 84, "offset": 0, "a": 0.6746 } }, "second_band": { "type": "tema", "factors": { "length": 58, "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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