Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 520655.0895 | 402071.0882 | 118584.0012 | 1436414.8615 | 515985.9434 | 920428.9182 |
Total P&L (%) | 520.6551 | 402.0711 | 118.584 | 1436.4149 | 515.9859 | 920.4289 |
Avg Daily Profit (%) | 0.2635 | 0.2035 | 0.06 | 0.1384 | 0.092 | 0.1176 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98340 | -49092 | -150192 | -739756 | -703572 | -600975 |
Profit Factor | 2.0691 | 2.9036 | 1.43 | 1.3928 | 1.2638 | 1.5412 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 46.5116 | 46.5116 | 46.5116 | 46.5116 | 46.5116 | 46.5116 |
Ratio Avg Win / Avg Loss | 2.3795 | 3.3392 | 1.6445 | 1.6018 | 1.4534 | 1.7724 |
Largest Winning Trade | 132745 | 132745 | 80735 | 546418 | 357122 | 546418 |
Largest Losing Trade | -44068 | -20712 | -44068 | -364080 | -364080 | -358941 |
Avg Bars in Trades | 134 | 105 | 163 | 134 | 105 | 163 |
Avg Bars in Winners | 203 | 154 | 252 | 203 | 154 | 252 |
Avg Bars in Losers | 74 | 62 | 85 | 74 | 62 | 85 |
Bars Traded | 11545 | 4529 | 7016 | 11545 | 4529 | 7016 |
Profit Streak | 0 | 0 | 586.3741 | 0 | 0 | 586.3741 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409939 | 428009 | -111147 | -7278 | -71100 | -33241 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 104, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 104, "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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