Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1438123.0342 | 1374714.2898 | 63408.7444 | 43876346.0314 | 33564894.8175 | 10311451.214 |
Total P&L (%) | 1438.123 | 1374.7143 | 63.4087 | 43876.346 | 33564.8948 | 10311.4512 |
Avg Daily Profit (%) | 0.6359 | 0.6079 | 0.028 | 0.2695 | 0.2576 | 0.2056 |
Buy And Hold Return (%) | 10029.9152 | 10029.9152 | 10029.9152 | 10029.9152 | 10029.9152 | 10029.9152 |
Max Trade Drawdown | -170092 | -105399 | -133652 | -9826415 | -6188803 | -9659599 |
Profit Factor | 3.6286 | 8.1456 | 1.1788 | 2.2306 | 3.3749 | 1.4791 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Profitability (%) | 47.1154 | 50 | 44.2308 | 47.1154 | 50 | 44.2308 |
Ratio Avg Win / Avg Loss | 4.073 | 8.1456 | 1.4863 | 2.5037 | 3.3749 | 1.8649 |
Largest Winning Trade | 438071 | 438071 | 59467 | 18590260 | 18590260 | 12073182 |
Largest Losing Trade | -50779 | -21147 | -50779 | -6270184 | -5613145 | -6270184 |
Avg Bars in Trades | 41 | 43 | 39 | 41 | 43 | 39 |
Avg Bars in Winners | 70 | 74 | 65 | 70 | 74 | 65 |
Avg Bars in Losers | 16 | 13 | 19 | 16 | 13 | 19 |
Bars Traded | 4325 | 2273 | 2052 | 4325 | 2273 | 2052 |
Profit Streak | 0 | 187.0636 | 0 | 0 | 187.0636 | 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 | -148070 | -324422 | -527389 | 365127 | -166516 | -328968 |
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{ "first_band": { "type": "tema", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 8, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 8, "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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