Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476806.9711 | 416011.1165 | 60795.8546 | 396375.1915 | 138435.9837 | 257939.2078 |
Total P&L (%) | 476.807 | 416.0111 | 60.7959 | 396.3752 | 138.436 | 257.9392 |
Avg Daily Profit (%) | 0.2027 | 0.1768 | 0.0258 | 0.0681 | 0.0369 | 0.0542 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163806 | -53017 | -154779 | -966470 | -499013 | -472671 |
Profit Factor | 1.5982 | 2.2088 | 1.1342 | 1.1218 | 1.0888 | 1.1522 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Losing Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Profitability (%) | 43.3962 | 43.75 | 43.038 | 43.3962 | 43.75 | 43.038 |
Ratio Avg Win / Avg Loss | 2.0846 | 2.8398 | 1.5012 | 1.4632 | 1.3999 | 1.525 |
Largest Winning Trade | 185143 | 185143 | 68004 | 343131 | 343131 | 301536 |
Largest Losing Trade | -37483 | -18686 | -37483 | -167883 | -127366 | -167883 |
Avg Bars in Trades | 43 | 40 | 47 | 43 | 40 | 47 |
Avg Bars in Winners | 64 | 61 | 68 | 64 | 61 | 68 |
Avg Bars in Losers | 27 | 23 | 31 | 27 | 23 | 31 |
Bars Traded | 6954 | 3203 | 3751 | 6954 | 3203 | 3751 |
Profit Streak | 0 | 0 | 18.7914 | 0 | 0 | 18.7914 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321339 | -10262 | -259826 | -190232 | -288283 | -201625 |
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{ "first_band": { "type": "midprice", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 45, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 45, "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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