Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 697513.3427 | 652020.2673 | 45493.0754 | 305707.2182 | 652007.4464 | -346300.2282 |
Total P&L (%) | 697.5133 | 652.0203 | 45.4931 | 305.7072 | 652.0074 | -346.3002 |
Avg Daily Profit (%) | 0.3706 | 0.3464 | 0.0242 | 0.0744 | 0.1072 | 0 |
Buy And Hold Return (%) | 68.3641 | 68.3641 | 68.3641 | 68.3641 | 68.3641 | 68.3641 |
Max Trade Drawdown | -161493 | -102148 | -133070 | -1551901 | -564043 | -1227283 |
Profit Factor | 2.1276 | 3.0526 | 1.1512 | 1.107 | 1.4886 | 0.7724 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 52.5 | 50 | 55 | 52.5 | 50 | 55 |
Ratio Avg Win / Avg Loss | 1.9249 | 3.0526 | 0.9419 | 1.0016 | 1.4886 | 0.632 |
Largest Winning Trade | 428470 | 428470 | 48748 | 535370 | 428470 | 535370 |
Largest Losing Trade | -65610 | -58003 | -65610 | -668877 | -564043 | -668877 |
Avg Bars in Trades | 65 | 83 | 48 | 65 | 83 | 48 |
Avg Bars in Winners | 71 | 78 | 65 | 71 | 78 | 65 |
Avg Bars in Losers | 60 | 88 | 28 | 60 | 88 | 28 |
Bars Traded | 5276 | 3330 | 1946 | 5276 | 3330 | 1946 |
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 | -9911 | 545349 | -381587 | -221609 | -48135 | -580101 |
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{ "first_band": { "type": "tema", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 117, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 117, "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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