Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1000861.4992 | 732126.075 | 268735.4242 | 17280291.2348 | 7836911.5799 | 9443379.6549 |
Total P&L (%) | 1000.8615 | 732.1261 | 268.7354 | 17280.2912 | 7836.9116 | 9443.3797 |
Avg Daily Profit (%) | 0.432 | 0.316 | 0.116 | 0.2229 | 0.189 | 0.1969 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129463 | -93892 | -174549 | -24856374 | -17312359 | -17440480 |
Profit Factor | 1.6677 | 1.9144 | 1.3849 | 1.1438 | 1.1276 | 1.1608 |
Total Trades | 372 | 186 | 186 | 372 | 186 | 186 |
Winning Trades | 176 | 80 | 96 | 176 | 80 | 96 |
Losing Trades | 196 | 106 | 90 | 196 | 106 | 90 |
Profitability (%) | 47.3118 | 43.0108 | 51.6129 | 47.3118 | 43.0108 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.8572 | 2.5365 | 1.2983 | 1.2738 | 1.4941 | 1.0883 |
Largest Winning Trade | 212621 | 212621 | 64359 | 9885364 | 8620428 | 9885364 |
Largest Losing Trade | -29536 | -27660 | -29536 | -8110103 | -5477211 | -8110103 |
Avg Bars in Trades | 12 | 10 | 13 | 12 | 10 | 13 |
Avg Bars in Winners | 16 | 14 | 17 | 16 | 14 | 17 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 4571 | 2015 | 2556 | 4571 | 2015 | 2556 |
Profit Streak | 22.562 | 39.062 | 22.562 | 22.562 | 39.062 | 22.562 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 572680 | 434582 | -35611 | -51352 | -72830 | -33665 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 32, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 32, "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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