Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1118791.8458 | 1167277.2664 | -48485.4206 | 286358.6999 | 1569488.2835 | -1283129.5836 |
Total P&L (%) | 1118.7918 | 1167.2773 | -48.4854 | 286.3587 | 1569.4883 | -1283.1296 |
Avg Daily Profit (%) | 0.615 | 0.6416 | -0.0267 | 0.0743 | 0.1549 | 0 |
Buy And Hold Return (%) | 726.0722 | 726.0722 | 726.0722 | 726.0722 | 726.0722 | 726.0722 |
Max Trade Drawdown | -165887 | -86290 | -132241 | -1558594 | -860914 | -1395792 |
Profit Factor | 2.7523 | 5.2358 | 0.8664 | 1.0561 | 1.6855 | 0.5437 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Losing Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Profitability (%) | 44.8718 | 51.2821 | 38.4615 | 44.8718 | 51.2821 | 38.4615 |
Ratio Avg Win / Avg Loss | 3.3814 | 4.974 | 1.3862 | 1.2975 | 1.6012 | 0.8699 |
Largest Winning Trade | 661646 | 661646 | 74227 | 1409806 | 1409806 | 489848 |
Largest Losing Trade | -60574 | -33752 | -60574 | -1089502 | -558902 | -1089502 |
Avg Bars in Trades | 88 | 105 | 72 | 88 | 105 | 72 |
Avg Bars in Winners | 117 | 143 | 83 | 117 | 143 | 83 |
Avg Bars in Losers | 65 | 65 | 66 | 65 | 65 | 66 |
Bars Traded | 6937 | 4107 | 2830 | 6937 | 4107 | 2830 |
Profit Streak | 0 | 178.8282 | 0 | 0 | 178.8282 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33885 | 425476 | -583577 | -459040 | 236767 | -585244 |
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{ "first_band": { "type": "tema", "factors": { "length": 163, "offset": 132 } }, "second_band": { "type": "midprice", "factors": { "length": 186, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 163, "offset": 132 } }, "second_band": { "type": "midprice", "factors": { "length": 186, "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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