Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1411297.3239 | 1320380.3891 | 90916.9349 | 7103864.161 | 6202422.7396 | 901441.4215 |
Total P&L (%) | 1411.2973 | 1320.3804 | 90.9169 | 7103.8642 | 6202.4227 | 901.4414 |
Avg Daily Profit (%) | 0.7786 | 0.7285 | 0.0502 | 0.2363 | 0.2289 | 0.1272 |
Buy And Hold Return (%) | 523.5992 | 523.5992 | 523.5992 | 523.5992 | 523.5992 | 523.5992 |
Max Trade Drawdown | -104860 | -63439 | -74936 | -8197350 | -3082731 | -5232415 |
Profit Factor | 4.0361 | 6.7873 | 1.3841 | 1.3442 | 1.6297 | 1.0835 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 33.3333 | 32.5 | 34.1463 | 33.3333 | 32.5 | 34.1463 |
Ratio Avg Win / Avg Loss | 8.0722 | 14.0967 | 2.6694 | 2.6884 | 3.3848 | 2.0897 |
Largest Winning Trade | 778035 | 778035 | 74413 | 5392527 | 5392527 | 4749144 |
Largest Losing Trade | -32381 | -32381 | -24564 | -1974536 | -1719058 | -1974536 |
Avg Bars in Trades | 131 | 113 | 148 | 131 | 113 | 148 |
Avg Bars in Winners | 287 | 235 | 334 | 287 | 235 | 334 |
Avg Bars in Losers | 53 | 54 | 52 | 53 | 54 | 52 |
Bars Traded | 10622 | 4524 | 6097 | 10622 | 4524 | 6097 |
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 | -6069 | 387698 | -296123 | -12946 | 165337 | -165186 |
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{ "first_band": { "type": "midprice", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 53, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 53, "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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