Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 366662.1021 | 343912.3565 | 22749.7455 | 726690.4189 | 1737615.0041 | -1010924.5852 |
Total P&L (%) | 366.6621 | 343.9124 | 22.7497 | 726.6904 | 1737.615 | -1010.9246 |
Avg Daily Profit (%) | 0.4144 | 0.3887 | 0.0257 | 0.239 | 0.3295 | 0 |
Buy And Hold Return (%) | 409.5989 | 409.5989 | 409.5989 | 409.5989 | 409.5989 | 409.5989 |
Max Trade Drawdown | -121823 | -72891 | -86979 | -2428196 | -1573104 | -1383570 |
Profit Factor | 1.9789 | 3.1431 | 1.1063 | 1.153 | 1.7323 | 0.5745 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 53.4884 | 55.814 | 51.1628 | 53.4884 | 55.814 | 51.1628 |
Ratio Avg Win / Avg Loss | 1.7208 | 2.4883 | 1.056 | 1.0026 | 1.3714 | 0.5484 |
Largest Winning Trade | 84195 | 84195 | 50916 | 1258021 | 1258021 | 282730 |
Largest Losing Trade | -39876 | -27731 | -39876 | -786273 | -641996 | -786273 |
Avg Bars in Trades | 56 | 56 | 56 | 56 | 56 | 56 |
Avg Bars in Winners | 66 | 69 | 63 | 66 | 69 | 63 |
Avg Bars in Losers | 44 | 40 | 48 | 44 | 40 | 48 |
Bars Traded | 4870 | 2440 | 2430 | 4870 | 2440 | 2430 |
Profit Streak | 0 | 0 | 21.7391 | 0 | 0 | 21.7391 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151882 | -149733 | -426681 | -51541 | 364143 | -579528 |
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{ "first_band": { "type": "midprice", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 250, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 250, "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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