Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1907496.5932 | 1897872.2757 | 9624.3175 | 1297669.9719 | 1876091.0451 | -578421.0731 |
Total P&L (%) | 1907.4966 | 1897.8723 | 9.6243 | 1297.67 | 1876.091 | -578.4211 |
Avg Daily Profit (%) | 1.0527 | 1.0474 | 0.0053 | 0.1457 | 0.1648 | 0 |
Buy And Hold Return (%) | 498.4893 | 498.4893 | 498.4893 | 498.4893 | 498.4893 | 498.4893 |
Max Trade Drawdown | -178762 | -127667 | -88036 | -2305469 | -1796607 | -1217614 |
Profit Factor | 3.6495 | 6.1502 | 1.0274 | 1.1408 | 1.4102 | 0.8753 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 35.7143 | 28.5714 | 42.8571 | 35.7143 | 28.5714 | 42.8571 |
Ratio Avg Win / Avg Loss | 6.569 | 15.3756 | 1.3698 | 2.0535 | 3.5254 | 1.1671 |
Largest Winning Trade | 1362204 | 1362204 | 78780 | 2175129 | 2175129 | 775075 |
Largest Losing Trade | -48131 | -48131 | -27335 | -624114 | -624114 | -560996 |
Avg Bars in Trades | 72 | 65 | 80 | 72 | 65 | 80 |
Avg Bars in Winners | 123 | 110 | 132 | 123 | 110 | 132 |
Avg Bars in Losers | 44 | 47 | 41 | 44 | 47 | 41 |
Bars Traded | 7141 | 3195 | 3945 | 7141 | 3195 | 3945 |
Profit Streak | 0 | 19.6065 | 0 | 0 | 19.6065 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450683 | 209410 | -544589 | -71431 | -6525 | -581792 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 57, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 57, "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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