Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1081128.4763 | 1128027.7649 | -46899.2886 | 237318.9289 | 532190.5308 | -294871.6019 |
Total P&L (%) | 1081.1285 | 1128.0278 | -46.8993 | 237.3189 | 532.1905 | -294.8716 |
Avg Daily Profit (%) | 0.5952 | 0.621 | -0.0258 | 0.067 | 0.1016 | 0 |
Buy And Hold Return (%) | 679.726 | 679.726 | 679.726 | 679.726 | 679.726 | 679.726 |
Max Trade Drawdown | -193597 | -119667 | -166796 | -585851 | -426663 | -394598 |
Profit Factor | 2.8524 | 4.9272 | 0.8418 | 1.1768 | 1.7392 | 0.5262 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 46.875 | 50 | 43.75 | 46.875 | 50 | 43.75 |
Ratio Avg Win / Avg Loss | 3.2328 | 4.9272 | 1.0823 | 1.3337 | 1.7392 | 0.6766 |
Largest Winning Trade | 710326 | 710326 | 73073 | 559482 | 559482 | 119227 |
Largest Losing Trade | -56584 | -56584 | -37906 | -352865 | -352865 | -109806 |
Avg Bars in Trades | 163 | 141 | 185 | 163 | 141 | 185 |
Avg Bars in Winners | 239 | 203 | 280 | 239 | 203 | 280 |
Avg Bars in Losers | 96 | 79 | 111 | 96 | 79 | 111 |
Bars Traded | 10463 | 4528 | 5935 | 10463 | 4528 | 5935 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137472 | 366730 | -581574 | -440066 | -219468 | -583240 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 161, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 161, "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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