Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1048693.7107 | 1118463.3159 | -69769.6052 | 139893.6022 | 242608.8924 | -102715.2902 |
Total P&L (%) | 1048.6937 | 1118.4633 | -69.7696 | 139.8936 | 242.6089 | -102.7153 |
Avg Daily Profit (%) | 0.5758 | 0.6141 | -0.0383 | 0.0481 | 0.0676 | 0 |
Buy And Hold Return (%) | 611.7497 | 611.7497 | 611.7497 | 611.7497 | 611.7497 | 611.7497 |
Max Trade Drawdown | -192327 | -118820 | -169709 | -216903 | -158497 | -156041 |
Profit Factor | 2.627 | 4.6479 | 0.7936 | 1.2003 | 1.6376 | 0.6769 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 43.75 | 46.875 | 40.625 | 43.75 | 46.875 | 40.625 |
Ratio Avg Win / Avg Loss | 3.3775 | 5.2676 | 1.1598 | 1.5433 | 1.856 | 0.9892 |
Largest Winning Trade | 654975 | 654975 | 74074 | 197049 | 197049 | 56681 |
Largest Losing Trade | -57473 | -57473 | -47411 | -135134 | -135134 | -47407 |
Avg Bars in Trades | 83 | 72 | 94 | 83 | 72 | 94 |
Avg Bars in Winners | 128 | 111 | 148 | 128 | 111 | 148 |
Avg Bars in Losers | 48 | 38 | 57 | 48 | 38 | 57 |
Bars Traded | 5336 | 2327 | 3009 | 5336 | 2327 | 3009 |
Profit Streak | 0 | 378.7548 | 0 | 0 | 378.7548 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138742 | 403649 | -582789 | -440133 | -265172 | -584456 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 77, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 77, "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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