Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 265274.119 | 363716.5803 | -98442.4613 | -99547.321 | 402051.6974 | -501599.0184 |
Total P&L (%) | 265.2741 | 363.7166 | -98.4425 | -99.5473 | 402.0517 | -501.599 |
Avg Daily Profit (%) | 0.1475 | 0.2022 | -0.0547 | -0.2997 | 0.0898 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -226928 | -129152 | -185775 | -416060 | -29081 | -514990 |
Profit Factor | 1.4005 | 2.2818 | 0.74 | 0.8343 | 7.8544 | 0.0748 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 44.6154 | 43.75 | 45.4545 | 44.6154 | 43.75 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.7385 | 2.9337 | 0.888 | 1.0357 | 10.0985 | 0.0898 |
Largest Winning Trade | 457527 | 457527 | 50842 | 341806 | 341806 | 12627 |
Largest Losing Trade | -97131 | -89345 | -97131 | -355236 | -29081 | -355236 |
Avg Bars in Trades | 49 | 60 | 40 | 49 | 60 | 40 |
Avg Bars in Winners | 50 | 25 | 73 | 50 | 25 | 73 |
Avg Bars in Losers | 49 | 87 | 12 | 49 | 87 | 12 |
Bars Traded | 3248 | 1924 | 1324 | 3248 | 1924 | 1324 |
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 | -132706 | 342763 | -582570 | -717482 | -67066 | -582570 |
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{ "first_band": { "type": "tema", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 47, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 47, "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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