Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1078169.2228 | 932780.1376 | 145389.0853 | 2713077.7745 | -460695.5234 | 3173773.2979 |
Total P&L (%) | 1078.1692 | 932.7801 | 145.3891 | 2713.0778 | -460.6955 | 3173.7733 |
Avg Daily Profit (%) | 0.4648 | 0.4021 | 0.0627 | 0.144 | 0 | 0.1505 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126849 | -96832 | -169273 | -9231848 | -6950451 | -3349773 |
Profit Factor | 1.9017 | 2.4319 | 1.2672 | 1.101 | 0.9716 | 1.2975 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 87 | 39 | 48 | 87 | 39 | 48 |
Losing Trades | 185 | 97 | 88 | 185 | 97 | 88 |
Profitability (%) | 31.9853 | 28.6765 | 35.2941 | 31.9853 | 28.6765 | 35.2941 |
Ratio Avg Win / Avg Loss | 4.0439 | 6.0485 | 2.3231 | 2.3412 | 2.4164 | 2.3788 |
Largest Winning Trade | 424535 | 424535 | 63286 | 4609984 | 4609984 | 3434755 |
Largest Losing Trade | -41249 | -41249 | -21673 | -3680909 | -3680909 | -769654 |
Avg Bars in Trades | 16 | 18 | 14 | 16 | 18 | 14 |
Avg Bars in Winners | 33 | 36 | 31 | 33 | 36 | 31 |
Avg Bars in Losers | 8 | 10 | 5 | 8 | 10 | 5 |
Bars Traded | 4497 | 2469 | 2028 | 4497 | 2469 | 2028 |
Profit Streak | 16.9725 | 0 | 18.9725 | 16.9725 | 0 | 18.9725 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330397 | 31397 | -113312 | -113495 | -591527 | 133910 |
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{ "first_band": { "type": "tema", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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